+2,555.7%
STRL vs ESI
+182.6%
+2,373.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.6% |
| 7D | -26.9% | -8.5% | -18.4% | -23.1% |
| 30D | -52.7% | -15.7% | -37.0% | -48.2% |
| 3M | -52.8% | -18.2% | -34.6% | -47.5% |
| 6M | -71.5% | -28.8% | -42.6% | -65.8% |
| YTD | -17.4% | +26.3% | -43.7% | -21.6% |
| 1Y | -35.0% | +18.2% | -53.2% | -36.6% |
| 3Y | +239.2% | +68.1% | +171.1% | +192.1% |
| 5Y | +830.2% | +28.8% | +801.4% | +769.4% |
| 10Y | +3,574.7% | +329.8% | +3,244.9% | +2,343.0% |
| All | +2,555.7% | +182.6% | +2,373.1% | +2,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling