+952.8%
STRL vs EOSE
-81.8%
+1,034.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.4% | -9.4% | +3.3% |
| 7D | +7.1% | -7.0% | +14.1% | +8.0% |
| 30D | -39.4% | -16.7% | -22.6% | -38.5% |
| 3M | -43.0% | -53.1% | +10.1% | -38.8% |
| 6M | -65.0% | -76.8% | +11.8% | -59.9% |
| YTD | -0.8% | -82.6% | +81.9% | +13.8% |
| 1Y | -20.3% | -89.3% | +69.0% | -4.7% |
| 3Y | +356.5% | +55.5% | +301.0% | +308.5% |
| 5Y | +952.8% | -81.9% | +1,034.7% | +804.9% |
| All | +952.8% | -81.8% | +1,034.6% | +804.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling