+357.9%
STRL vs EOSE
+54.3%
+303.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.4% | -9.4% | +2.9% |
| 7D | +7.1% | -7.0% | +14.1% | +8.2% |
| 30D | -39.4% | -16.7% | -22.6% | -38.3% |
| 3M | -43.0% | -53.1% | +10.1% | -37.7% |
| 6M | -65.0% | -76.8% | +11.8% | -58.8% |
| YTD | -0.8% | -82.6% | +81.9% | +17.0% |
| 1Y | -20.3% | -89.3% | +69.0% | -1.6% |
| All | +357.9% | +54.3% | +303.6% | +340.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling