+2,103.4%
STRL vs ESTC
+25.9%
+2,077.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.9% |
| 7D | +15.7% | +2.4% | +13.2% | +15.3% |
| 30D | -35.5% | -4.2% | -31.2% | -34.9% |
| 3M | -47.1% | +2.5% | -49.6% | -47.7% |
| 6M | -65.8% | +81.5% | -147.3% | -69.6% |
| YTD | -4.5% | +16.8% | -21.4% | -9.4% |
| 1Y | -10.5% | -3.5% | -7.0% | -12.1% |
| 3Y | +340.6% | +17.7% | +322.9% | +304.8% |
| 5Y | +911.0% | -51.7% | +962.8% | +933.6% |
| All | +2,103.4% | +25.9% | +2,077.5% | +1,477.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling