-10.5%
STRL vs XRT
+12.7%
-23.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | +15.7% | +1.7% | +13.9% | +15.4% |
| 30D | -35.5% | +7.5% | -43.0% | -36.6% |
| 3M | -47.1% | +2.2% | -49.3% | -46.8% |
| 6M | -65.8% | +14.7% | -80.4% | -69.7% |
| YTD | -4.5% | +7.5% | -12.0% | -11.2% |
| 1Y | -10.5% | +14.1% | -24.6% | -16.8% |
| All | -10.5% | +12.7% | -23.2% | -16.8% |
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