+69.7%
STRL vs ESI
+38.8%
+30.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +2.9% |
| 7D | +3.4% | +3.3% | +0.1% | +0.3% |
| 30D | -9.2% | -5.9% | -3.4% | -3.6% |
| 3M | -51.0% | -14.1% | -37.0% | -42.9% |
| 6M | +15.8% | +6.6% | +9.2% | +16.3% |
| YTD | +58.9% | +45.0% | +13.8% | +22.3% |
| All | +69.7% | +38.8% | +30.9% | +40.0% |
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 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