+239.2%
STRL vs ESI
+67.9%
+171.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +1.8% |
| 7D | -26.9% | -8.5% | -18.4% | -19.6% |
| 30D | -52.7% | -15.7% | -37.0% | -44.0% |
| 3M | -52.8% | -18.2% | -34.6% | -42.6% |
| 6M | -71.5% | -28.8% | -42.6% | -60.7% |
| YTD | -17.4% | +26.3% | -43.7% | -26.0% |
| 1Y | -35.0% | +18.2% | -53.2% | -38.7% |
| 3Y | +239.2% | +68.1% | +171.1% | +143.2% |
| All | +239.2% | +67.9% | +171.3% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling