-24.4%
STRL vs ESI
+19.1%
-43.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.1% | +9.8% | +9.6% |
| 7D | -13.3% | -3.5% | -9.9% | -8.3% |
| 30D | -43.3% | -9.3% | -34.1% | -36.1% |
| 3M | -46.9% | -12.8% | -34.1% | -37.7% |
| 6M | -65.6% | -24.6% | -41.0% | -53.7% |
| YTD | -5.1% | +32.7% | -37.8% | -13.8% |
| All | -24.4% | +19.1% | -43.5% | -25.7% |
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