+3,667.9%
STRL vs XRT
+136.4%
+3,531.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | +15.7% | +1.7% | +13.9% | +14.5% |
| 30D | -35.5% | +7.5% | -43.0% | -39.7% |
| 3M | -47.1% | +2.2% | -49.3% | -48.9% |
| 6M | -65.8% | +14.7% | -80.4% | -70.0% |
| YTD | -4.5% | +7.5% | -12.0% | -11.9% |
| 1Y | -10.5% | +14.1% | -24.6% | -21.3% |
| 3Y | +340.6% | +58.8% | +281.8% | +206.5% |
| 5Y | +911.0% | -3.9% | +914.9% | +890.5% |
| All | +3,667.9% | +136.4% | +3,531.6% | +1,478.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling