+43,143.6%
STRL vs EWJ
+156.6%
+42,986.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.5% |
| 7D | +3.4% | +2.5% | +0.9% | +1.9% |
| 30D | -9.2% | +3.3% | -12.5% | -10.8% |
| 3M | -51.0% | +5.0% | -56.0% | -51.9% |
| 6M | +15.8% | +11.5% | +4.2% | +11.2% |
| YTD | +58.9% | +22.4% | +36.5% | +45.3% |
| 1Y | +68.5% | +30.2% | +38.3% | +49.6% |
| 3Y | +485.2% | +72.8% | +412.4% | +353.4% |
| 5Y | +2,005.1% | +54.1% | +1,951.0% | +1,630.8% |
| 10Y | +7,118.0% | +140.6% | +6,977.3% | +4,811.7% |
| All | +43,143.6% | +156.6% | +42,986.9% | +23,978.2% |
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