-25.9%
STRL vs ES
-1.6%
-24.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.1% | -23.5% | -20.7% |
| 7D | -27.1% | +5.3% | -32.4% | -25.7% |
| 30D | -45.8% | +8.9% | -54.7% | -44.3% |
| 3M | -47.6% | -1.9% | -45.7% | -47.3% |
| 6M | -46.4% | +3.9% | -50.3% | -46.2% |
| YTD | -7.4% | +8.3% | -15.6% | -7.0% |
| 1Y | -25.9% | -0.1% | -25.7% | -25.1% |
| All | -25.9% | -1.6% | -24.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling