-2.5%
STRL vs XE
-47.4%
+44.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -0.4% |
| 7D | +5.4% | -11.4% | +16.8% | +7.9% |
| 30D | -9.0% | -23.0% | +14.0% | -4.6% |
| 3M | -37.1% | -12.1% | -25.0% | -37.7% |
| All | -2.5% | -47.4% | +44.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · Available span rolling