+354.5%
STRL vs XRT
+58.0%
+296.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.6% |
| 7D | +23.4% | -0.4% | +23.9% | +24.0% |
| 30D | -39.5% | +7.5% | -47.0% | -43.7% |
| 3M | -45.1% | +2.3% | -47.4% | -46.9% |
| 6M | -64.6% | +12.8% | -77.4% | -69.3% |
| YTD | -1.5% | +7.1% | -8.6% | -10.1% |
| 1Y | -20.8% | +12.3% | -33.0% | -30.9% |
| All | +354.5% | +58.0% | +296.5% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling