+3,988.2%
STRL vs ESI
+323.5%
+3,664.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.8% | +11.6% |
| 7D | -13.3% | -3.5% | -9.9% | -10.0% |
| 30D | -43.3% | -9.3% | -34.1% | -38.5% |
| 3M | -46.9% | -12.8% | -34.1% | -40.7% |
| 6M | -65.6% | -24.6% | -41.0% | -57.5% |
| YTD | -5.1% | +32.7% | -37.8% | -15.7% |
| 1Y | -23.1% | +20.3% | -43.4% | -27.6% |
| 3Y | +346.8% | +80.2% | +266.7% | +235.4% |
| 5Y | +907.2% | +40.0% | +867.2% | +750.9% |
| 10Y | +3,988.2% | +310.8% | +3,677.4% | +2,291.2% |
| All | +3,988.2% | +323.5% | +3,664.7% | +2,291.2% |
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