+3,877.1%
STRL vs ESI
+323.9%
+3,553.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +1.0% | +2.3% |
| 7D | +7.1% | +1.8% | +5.3% | +6.7% |
| 30D | -39.4% | -6.6% | -32.8% | -35.4% |
| 3M | -43.0% | -9.4% | -33.6% | -37.9% |
| 6M | -65.0% | -24.1% | -40.9% | -57.0% |
| YTD | -0.8% | +37.1% | -37.9% | -13.7% |
| 1Y | -20.3% | +24.5% | -44.8% | -26.7% |
| 3Y | +356.5% | +83.2% | +273.4% | +238.1% |
| 5Y | +952.8% | +44.0% | +908.9% | +772.4% |
| 10Y | +3,877.1% | +332.8% | +3,544.3% | +2,031.0% |
| All | +3,877.1% | +323.9% | +3,553.2% | +2,031.0% |
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