+942.9%
STRL vs ESTC
-49.1%
+992.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +23.4% | +5.8% | +17.7% | +22.5% |
| 30D | -39.5% | -5.6% | -33.9% | -38.9% |
| 3M | -45.1% | +15.4% | -60.5% | -46.5% |
| 6M | -64.6% | +77.8% | -142.4% | -68.0% |
| YTD | -1.5% | +18.1% | -19.6% | -5.7% |
| 1Y | -20.8% | -3.7% | -17.1% | -21.3% |
| 3Y | +353.1% | +16.9% | +336.2% | +326.6% |
| 5Y | +942.9% | -51.2% | +994.1% | +874.5% |
| All | +942.9% | -49.1% | +992.0% | +874.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling