+5,010.2%
STRL vs ESI
+224.6%
+4,785.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +4.4% |
| 7D | +3.4% | +3.3% | +0.1% | +1.9% |
| 30D | -9.2% | -5.9% | -3.4% | -6.5% |
| 3M | -51.0% | -14.1% | -37.0% | -47.0% |
| 6M | +15.8% | +6.6% | +9.2% | +15.6% |
| YTD | +58.9% | +45.0% | +13.8% | +39.7% |
| 1Y | +68.5% | +41.5% | +27.1% | +50.2% |
| 3Y | +485.2% | +78.8% | +406.5% | +379.4% |
| 5Y | +2,005.1% | +70.9% | +1,934.2% | +1,638.8% |
| 10Y | +7,118.0% | +317.1% | +6,800.9% | +4,449.1% |
| All | +5,010.2% | +224.6% | +4,785.6% | +3,775.8% |
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