+799.0%
STRL vs ES
+5.0%
+794.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.1% | -15.9% | -13.9% |
| 7D | -34.6% | +5.9% | -40.5% | -34.8% |
| 30D | -56.7% | +10.2% | -66.9% | -56.9% |
| 3M | -54.4% | +0.4% | -54.8% | -54.4% |
| 6M | -69.7% | +6.9% | -76.6% | -70.0% |
| YTD | -20.2% | +10.5% | -30.7% | -21.3% |
| 1Y | -40.6% | +3.2% | -43.8% | -41.0% |
| 3Y | +221.7% | +49.0% | +172.6% | +191.7% |
| 5Y | +799.0% | +4.5% | +794.5% | +799.9% |
| All | +799.0% | +5.0% | +794.0% | +799.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling