+239.2%
STRL vs XYL
+5.2%
+234.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | -26.9% | +5.9% | -32.8% | -30.1% |
| 30D | -52.7% | -3.9% | -48.7% | -53.1% |
| 3M | -52.8% | -18.7% | -34.2% | -46.9% |
| 6M | -71.5% | -16.9% | -54.6% | -69.3% |
| YTD | -17.4% | -27.4% | +9.9% | -0.8% |
| 1Y | -35.0% | -34.0% | -0.9% | -14.0% |
| 3Y | +239.2% | +5.6% | +233.6% | +211.0% |
| All | +239.2% | +5.2% | +234.0% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling