+2,022.6%
STRL vs ESI
+72.3%
+1,950.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +3.5% |
| 7D | +3.4% | +3.3% | +0.1% | +0.9% |
| 30D | -9.2% | -5.9% | -3.4% | -4.7% |
| 3M | -51.0% | -14.1% | -37.0% | -44.3% |
| 6M | +15.8% | +6.6% | +9.2% | +14.4% |
| YTD | +58.9% | +45.0% | +13.8% | +26.1% |
| 1Y | +68.5% | +41.5% | +27.1% | +36.5% |
| 3Y | +485.2% | +78.8% | +406.5% | +304.5% |
| All | +2,022.6% | +72.3% | +1,950.2% | +1,333.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling