-25.9%
STRL vs ESTC
+1.6%
-27.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.9% | -20.6% | -21.5% |
| 7D | -27.1% | -15.9% | -11.2% | -28.4% |
| 30D | -45.8% | -5.5% | -40.3% | -46.0% |
| 3M | -47.6% | +26.2% | -73.8% | -45.5% |
| 6M | -46.4% | +77.0% | -123.5% | -41.8% |
| YTD | -7.4% | +18.9% | -26.2% | +1.9% |
| 1Y | -25.9% | +1.3% | -27.2% | -17.6% |
| All | -25.9% | +1.6% | -27.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling