-25.9%
STRL vs XRT
+18.0%
-43.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.5% | -27.0% | -21.8% |
| 7D | -27.1% | +8.0% | -35.1% | -28.2% |
| 30D | -45.8% | +13.0% | -58.8% | -48.0% |
| 3M | -47.6% | +1.7% | -49.3% | -46.6% |
| 6M | -46.4% | +12.6% | -59.0% | -51.0% |
| YTD | -7.4% | +10.7% | -18.0% | -15.8% |
| 1Y | -25.9% | +18.4% | -44.2% | -35.2% |
| All | -25.9% | +18.0% | -43.8% | -35.2% |
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