+3,988.2%
STRL vs ES
+82.6%
+3,905.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.5% | +15.5% | +15.1% |
| 7D | -13.3% | -0.1% | -13.3% | -13.6% |
| 30D | -43.3% | +5.7% | -49.1% | -44.5% |
| 3M | -46.9% | -2.8% | -44.1% | -46.8% |
| 6M | -65.6% | +7.0% | -72.6% | -66.7% |
| YTD | -5.1% | +6.8% | -11.9% | -8.4% |
| 1Y | -23.1% | -0.5% | -22.6% | -24.4% |
| 3Y | +346.8% | +47.2% | +299.7% | +272.0% |
| 5Y | +907.2% | +2.3% | +904.9% | +852.8% |
| 10Y | +3,988.2% | +85.6% | +3,902.5% | +3,247.9% |
| All | +3,988.2% | +82.6% | +3,905.6% | +3,247.9% |
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