+3,063.1%
STRL vs EOSE
-61.3%
+3,124.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.9% | -5.1% | +4.6% |
| 7D | +3.4% | +19.0% | -15.6% | +1.4% |
| 30D | -9.2% | +1.6% | -10.8% | -9.7% |
| 3M | -51.0% | -52.0% | +0.9% | -47.8% |
| 6M | +15.8% | -42.5% | +58.3% | +19.9% |
| YTD | +58.9% | -66.1% | +125.0% | +70.2% |
| 1Y | +68.5% | -47.1% | +115.7% | +72.9% |
| 3Y | +485.2% | +0.8% | +484.4% | +430.1% |
| 5Y | +2,005.1% | -71.7% | +2,076.8% | +1,760.7% |
| All | +3,063.1% | -61.3% | +3,124.4% | +2,935.5% |
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 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