-10.5%
STRL vs EOSE
-88.8%
+78.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -4.3% |
| 7D | +15.7% | +9.8% | +5.9% | +13.0% |
| 30D | -35.5% | -2.1% | -33.4% | -36.2% |
| 3M | -47.1% | -54.1% | +6.9% | -38.9% |
| 6M | -65.8% | -76.9% | +11.2% | -55.5% |
| YTD | -4.5% | -83.3% | +78.8% | +24.1% |
| 1Y | -10.5% | -87.4% | +77.0% | +23.7% |
| All | -10.5% | -88.8% | +78.3% | +23.7% |
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 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