+3,667.9%
STRL vs XYL
+100.4%
+3,567.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.2% |
| 7D | +15.7% | -3.7% | +19.4% | +18.6% |
| 30D | -35.5% | -8.3% | -27.1% | -34.0% |
| 3M | -47.1% | -21.4% | -25.7% | -39.7% |
| 6M | -65.8% | -12.9% | -52.8% | -64.6% |
| YTD | -4.5% | -30.1% | +25.6% | +15.9% |
| 1Y | -10.5% | -35.2% | +24.7% | +15.0% |
| 3Y | +340.6% | -0.8% | +341.4% | +322.0% |
| 5Y | +911.0% | -23.2% | +934.3% | +1,031.1% |
| All | +3,667.9% | +100.4% | +3,567.5% | +2,153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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