+357.9%
STRL vs ESTC
+13.7%
+344.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +7.1% | -2.6% | +9.8% | +7.7% |
| 30D | -39.4% | -8.6% | -30.8% | -38.5% |
| 3M | -43.0% | +14.4% | -57.3% | -44.4% |
| 6M | -65.0% | +73.3% | -138.3% | -68.5% |
| YTD | -0.8% | +15.7% | -16.5% | -3.8% |
| 1Y | -20.3% | -7.6% | -12.7% | -18.3% |
| All | +357.9% | +13.7% | +344.2% | +356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling