+1,805.2%
STRL vs ESTC
+23.0%
+1,782.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +3.1% |
| 7D | -26.9% | -11.5% | -15.4% | -25.4% |
| 30D | -52.7% | -7.5% | -45.1% | -52.0% |
| 3M | -52.8% | +23.1% | -75.9% | -54.8% |
| 6M | -71.5% | +75.3% | -146.8% | -74.5% |
| YTD | -17.4% | +14.1% | -31.5% | -21.4% |
| 1Y | -35.0% | -0.6% | -34.4% | -36.6% |
| 3Y | +239.2% | +20.8% | +218.4% | +209.1% |
| 5Y | +830.2% | -48.8% | +878.9% | +837.2% |
| All | +1,805.2% | +23.0% | +1,782.2% | +1,267.9% |
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 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