+7,301.3%
STRL vs XYL
+140.7%
+7,160.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | +8.2% | +0.8% | +7.4% | +7.5% |
| 30D | -6.3% | -10.8% | +4.5% | +1.6% |
| 3M | -41.2% | -2.5% | -38.7% | -41.5% |
| 6M | +20.4% | -12.2% | +32.5% | +30.3% |
| YTD | +61.7% | -20.1% | +81.8% | +86.0% |
| 1Y | +72.7% | -20.6% | +93.4% | +101.3% |
| 3Y | +530.9% | +17.3% | +513.6% | +457.5% |
| 5Y | +2,125.4% | -14.5% | +2,139.9% | +2,292.9% |
| 10Y | +7,301.3% | +150.2% | +7,151.1% | +3,627.4% |
| All | +7,301.3% | +140.7% | +7,160.6% | +3,627.4% |
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