+227.8%
STRL vs ES
+50.7%
+177.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.1% | -15.9% | -13.6% |
| 7D | -34.6% | +5.9% | -40.5% | -34.1% |
| 30D | -56.7% | +10.2% | -66.9% | -56.2% |
| 3M | -54.4% | +0.4% | -54.8% | -54.2% |
| 6M | -69.7% | +6.9% | -76.6% | -69.6% |
| YTD | -20.2% | +10.5% | -30.7% | -20.0% |
| 1Y | -40.6% | +3.2% | -43.8% | -40.4% |
| All | +227.8% | +50.7% | +177.2% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling