-20.3%
STRL vs ESI
+23.9%
-44.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +1.0% | +0.8% |
| 7D | +7.1% | +1.8% | +5.3% | +6.1% |
| 30D | -39.4% | -6.6% | -32.8% | -33.7% |
| 3M | -43.0% | -9.4% | -33.6% | -35.7% |
| 6M | -65.0% | -24.1% | -40.9% | -53.6% |
| YTD | -0.8% | +37.1% | -37.9% | -12.8% |
| 1Y | -20.3% | +24.5% | -44.8% | -24.5% |
| All | -20.3% | +23.9% | -44.2% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling