+3,667.8%
STRL vs ES
+85.7%
+3,582.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.1% |
| 7D | -26.9% | +1.9% | -28.8% | -27.5% |
| 30D | -52.7% | +7.1% | -59.7% | -53.7% |
| 3M | -52.8% | -1.9% | -50.9% | -52.8% |
| 6M | -71.5% | +4.4% | -75.8% | -72.2% |
| YTD | -17.4% | +7.3% | -24.8% | -20.3% |
| 1Y | -35.0% | +2.1% | -37.1% | -36.6% |
| 3Y | +239.2% | +41.8% | +197.4% | +187.8% |
| 5Y | +830.2% | +1.4% | +828.7% | +784.7% |
| All | +3,667.8% | +85.7% | +3,582.1% | +3,305.4% |
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