+19,359.6%
STRL vs ES
+1,208.9%
+18,150.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -9.2% | -2.0% | -7.3% | -8.8% |
| 3M | -51.0% | +1.7% | -52.7% | -51.6% |
| 6M | +15.8% | -3.5% | +19.3% | +16.0% |
| YTD | +58.9% | +7.9% | +51.0% | +54.0% |
| 1Y | +68.5% | +17.2% | +51.4% | +59.1% |
| 3Y | +485.2% | +29.3% | +455.9% | +423.1% |
| 5Y | +2,005.1% | -5.7% | +2,010.9% | +1,948.4% |
| 10Y | +7,118.0% | +85.2% | +7,032.7% | +5,636.5% |
| All | +19,359.6% | +1,208.9% | +18,150.7% | +11,587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling