+3,052.5%
STRL vs EOSE
-60.2%
+3,112.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.7% |
| 7D | +5.4% | +14.0% | -8.6% | +3.9% |
| 30D | -9.0% | -5.9% | -3.1% | -8.7% |
| 3M | -37.1% | -34.3% | -2.8% | -35.0% |
| 6M | +17.8% | -37.8% | +55.6% | +21.1% |
| YTD | +58.3% | -65.2% | +123.5% | +69.1% |
| 1Y | +61.0% | -41.9% | +102.9% | +63.8% |
| 3Y | +517.8% | +44.6% | +473.2% | +446.8% |
| 5Y | +2,119.0% | -69.2% | +2,188.2% | +1,850.2% |
| All | +3,052.5% | -60.2% | +3,112.8% | +2,915.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling