+7,178.3%
STRL vs ESI
+307.6%
+6,870.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +2.9% |
| 7D | +10.1% | +5.4% | +4.7% | +6.7% |
| 30D | -8.2% | -4.2% | -4.0% | -5.4% |
| 3M | -43.7% | -9.6% | -34.1% | -39.3% |
| 6M | +27.1% | +18.3% | +8.8% | +18.9% |
| YTD | +64.0% | +45.8% | +18.2% | +35.3% |
| 1Y | +75.2% | +39.2% | +36.0% | +48.9% |
| 3Y | +539.9% | +86.3% | +453.6% | +363.4% |
| 5Y | +2,133.0% | +76.2% | +2,056.8% | +1,535.9% |
| 10Y | +7,178.3% | +306.8% | +6,871.5% | +3,548.0% |
| All | +7,178.3% | +307.6% | +6,870.7% | +3,548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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