+2,022.6%
STRL vs ESTC
-46.4%
+2,068.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.2% | +6.4% |
| 7D | +3.4% | -8.1% | +11.5% | +4.5% |
| 30D | -9.2% | +31.7% | -40.9% | -13.4% |
| 3M | -51.0% | +41.1% | -92.1% | -54.0% |
| 6M | +15.8% | +77.1% | -61.3% | +3.9% |
| YTD | +58.9% | +21.7% | +37.2% | +51.2% |
| 1Y | +68.5% | +8.4% | +60.1% | +63.2% |
| 3Y | +485.2% | +23.6% | +461.6% | +443.8% |
| All | +2,022.6% | -46.4% | +2,068.9% | +1,993.9% |
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