-25.9%
STRL vs EOSE
-85.5%
+59.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +12.6% | -34.1% | -24.1% |
| 7D | -27.1% | +9.7% | -36.8% | -29.1% |
| 30D | -45.8% | -34.6% | -11.2% | -41.3% |
| 3M | -47.6% | -50.8% | +3.2% | -40.4% |
| 6M | -46.4% | -66.5% | +20.0% | -35.7% |
| YTD | -7.4% | -81.3% | +74.0% | +17.8% |
| 1Y | -25.9% | -84.8% | +59.0% | -1.6% |
| All | -25.9% | -85.5% | +59.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling