+3,566.1%
STRL vs ESTC
+31.2%
+3,534.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.2% | +6.5% |
| 7D | +3.4% | -8.1% | +11.5% | +4.7% |
| 30D | -9.2% | +31.7% | -40.9% | -14.0% |
| 3M | -51.0% | +41.1% | -92.1% | -54.4% |
| 6M | +15.8% | +77.1% | -61.3% | +2.6% |
| YTD | +58.9% | +21.7% | +37.2% | +49.7% |
| 1Y | +68.5% | +8.4% | +60.1% | +61.5% |
| 3Y | +485.2% | +23.6% | +461.6% | +430.5% |
| 5Y | +2,005.1% | -46.5% | +2,051.6% | +2,003.0% |
| All | +3,566.1% | +31.2% | +3,534.9% | +2,503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling