+3,988.2%
STRL vs XYL
+129.6%
+3,858.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.5% | +13.5% | +14.0% |
| 7D | -13.3% | +2.1% | -15.4% | -15.3% |
| 30D | -43.3% | -3.4% | -40.0% | -44.0% |
| 3M | -46.9% | -17.2% | -29.7% | -41.5% |
| 6M | -65.6% | -12.0% | -53.5% | -64.5% |
| YTD | -5.1% | -26.3% | +21.2% | +11.4% |
| 1Y | -23.1% | -33.5% | +10.4% | -2.3% |
| 3Y | +346.8% | +6.4% | +340.4% | +308.9% |
| 5Y | +907.2% | -20.9% | +928.1% | +1,008.2% |
| 10Y | +3,988.2% | +120.8% | +3,867.3% | +2,273.3% |
| All | +3,988.2% | +129.6% | +3,858.6% | +2,273.3% |
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