+937.9%
STRL vs ESI
+36.5%
+901.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.5% |
| 7D | +15.7% | +5.5% | +10.1% | +11.1% |
| 30D | -35.5% | -7.8% | -27.7% | -29.7% |
| 3M | -47.1% | -15.0% | -32.1% | -38.5% |
| 6M | -65.8% | -24.9% | -40.9% | -55.8% |
| YTD | -4.5% | +33.2% | -37.7% | -17.6% |
| 1Y | -10.5% | +24.9% | -35.4% | -19.4% |
| 3Y | +340.6% | +77.8% | +262.9% | +211.8% |
| All | +937.9% | +36.5% | +901.4% | +761.2% |
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