+2,157.1%
STRL vs EOSE
-67.9%
+2,225.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.8% | -7.6% | +2.0% |
| 7D | +10.1% | +41.4% | -31.3% | +5.7% |
| 30D | -8.2% | +3.6% | -11.8% | -8.9% |
| 3M | -43.7% | -35.7% | -8.0% | -41.6% |
| 6M | +27.1% | -29.9% | +57.0% | +29.2% |
| YTD | +64.0% | -62.5% | +126.5% | +74.5% |
| 1Y | +75.2% | -37.4% | +112.6% | +76.8% |
| 3Y | +539.9% | +55.8% | +484.1% | +457.0% |
| All | +2,157.1% | -67.9% | +2,225.0% | +2,112.3% |
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