+25,638.7%
STRL vs EWJ
+136.0%
+25,502.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | -19.8% | -2.4% | -17.4% | -18.4% |
| 30D | -43.6% | -7.6% | -35.9% | -40.5% |
| 3M | -45.2% | -5.9% | -39.3% | -42.7% |
| 6M | -65.7% | -1.5% | -64.3% | -64.7% |
| YTD | -5.4% | +12.6% | -18.0% | -8.5% |
| 1Y | -24.7% | +12.7% | -37.4% | -26.9% |
| 3Y | +335.0% | +63.1% | +272.0% | +251.5% |
| 5Y | +915.3% | +48.2% | +867.1% | +763.4% |
| 10Y | +3,877.5% | +123.1% | +3,754.3% | +2,755.8% |
| All | +25,638.7% | +136.0% | +25,502.6% | +15,063.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling