+2,090.4%
STRL vs ESTC
+28.9%
+2,061.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.9% | +10.1% | +14.2% |
| 7D | -13.3% | -1.2% | -12.2% | -13.0% |
| 30D | -43.3% | -8.1% | -35.2% | -42.4% |
| 3M | -46.9% | +20.2% | -67.0% | -48.8% |
| 6M | -65.6% | +72.7% | -138.3% | -69.1% |
| YTD | -5.1% | +19.6% | -24.7% | -10.2% |
| 1Y | -23.1% | +0.3% | -23.3% | -24.9% |
| 3Y | +346.8% | +22.8% | +324.0% | +307.6% |
| 5Y | +907.2% | -50.9% | +958.0% | +926.5% |
| All | +2,090.4% | +28.9% | +2,061.5% | +1,461.8% |
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