+61.6%
STRL vs EOSE
-42.0%
+103.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.6% |
| 7D | +5.0% | +1.8% | +3.2% | +4.6% |
| 30D | -6.9% | -6.8% | -0.1% | -6.1% |
| 3M | -39.1% | -36.3% | -2.8% | -34.8% |
| 6M | +21.5% | -38.8% | +60.3% | +27.3% |
| YTD | +66.9% | -65.5% | +132.4% | +88.3% |
| 1Y | +61.6% | -45.3% | +106.9% | +75.1% |
| All | +61.6% | -42.0% | +103.6% | +75.1% |
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