+7,161.0%
STRL vs ES
+84.4%
+7,076.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -9.2% | -2.0% | -7.3% | -8.8% |
| 3M | -51.0% | +1.7% | -52.7% | -51.6% |
| 6M | +15.8% | -3.5% | +19.3% | +16.0% |
| YTD | +58.9% | +7.9% | +51.0% | +53.8% |
| 1Y | +68.5% | +17.2% | +51.4% | +58.4% |
| 3Y | +485.2% | +29.3% | +455.9% | +415.2% |
| 5Y | +2,005.1% | -5.7% | +2,010.9% | +1,974.2% |
| All | +7,161.0% | +84.4% | +7,076.7% | +6,173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling