+7,282.2%
STRL vs XRT
+129.4%
+7,152.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.0% |
| 7D | +3.4% | +0.8% | +2.6% | +2.8% |
| 30D | -9.2% | -4.2% | -5.1% | -6.5% |
| 3M | -51.0% | +5.1% | -56.1% | -53.5% |
| 6M | +15.8% | +2.4% | +13.4% | +12.8% |
| YTD | +58.9% | +3.2% | +55.7% | +53.5% |
| 1Y | +68.5% | +1.5% | +67.0% | +65.0% |
| 3Y | +485.2% | +40.6% | +444.7% | +350.8% |
| 5Y | +2,005.1% | -1.0% | +2,006.1% | +1,943.4% |
| All | +7,282.2% | +129.4% | +7,152.8% | +3,050.1% |
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 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