-20.3%
STRL vs ES
+1.2%
-21.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.5% |
| 7D | +7.1% | +0.1% | +7.0% | +7.3% |
| 30D | -39.4% | +6.7% | -46.1% | -37.8% |
| 3M | -43.0% | +0.3% | -43.3% | -42.2% |
| 6M | -65.0% | +7.4% | -72.4% | -65.0% |
| YTD | -0.8% | +8.4% | -9.2% | -0.4% |
| 1Y | -20.3% | +0.6% | -20.9% | -19.0% |
| All | -20.3% | +1.2% | -21.5% | -19.0% |
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