+68.5%
STRL vs XRT
+3.4%
+65.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.1% |
| 7D | +3.4% | +0.8% | +2.6% | +2.9% |
| 30D | -9.2% | -4.2% | -5.1% | -6.5% |
| 3M | -51.0% | +5.1% | -56.1% | -54.8% |
| 6M | +15.8% | +2.4% | +13.4% | +9.1% |
| YTD | +58.9% | +3.2% | +55.7% | +47.9% |
| 1Y | +68.5% | +1.5% | +67.0% | +63.1% |
| All | +68.5% | +3.4% | +65.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling