+1,801.1%
STRL vs EOSE
-81.0%
+1,882.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -3.6% |
| 7D | +15.7% | +9.8% | +5.9% | +14.4% |
| 30D | -35.5% | -2.1% | -33.4% | -35.8% |
| 3M | -47.1% | -54.1% | +6.9% | -43.4% |
| 6M | -65.8% | -76.9% | +11.2% | -61.1% |
| YTD | -4.5% | -83.3% | +78.8% | +9.1% |
| 1Y | -10.5% | -87.4% | +77.0% | +4.6% |
| 3Y | +340.6% | +61.9% | +278.7% | +294.4% |
| 5Y | +911.0% | -82.1% | +993.1% | +842.8% |
| All | +1,801.1% | -81.0% | +1,882.1% | +1,846.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling