+3,667.8%
STRL vs XRT
+149.4%
+3,518.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.7% |
| 7D | -26.9% | +0.9% | -27.8% | -28.3% |
| 30D | -52.7% | +7.9% | -60.6% | -56.1% |
| 3M | -52.8% | -0.2% | -52.7% | -53.8% |
| 6M | -71.5% | +5.6% | -77.0% | -73.5% |
| YTD | -17.4% | +5.7% | -23.1% | -23.1% |
| 1Y | -35.0% | +14.6% | -49.5% | -43.1% |
| 3Y | +239.2% | +50.7% | +188.5% | +143.8% |
| 5Y | +830.2% | -4.8% | +835.0% | +815.0% |
| All | +3,667.8% | +149.4% | +3,518.4% | +1,393.6% |
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