+340.6%
STRL vs XYL
-0.5%
+341.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +15.7% | -3.7% | +19.4% | +18.1% |
| 30D | -35.5% | -8.3% | -27.1% | -34.2% |
| 3M | -47.1% | -21.4% | -25.7% | -39.3% |
| 6M | -65.8% | -12.9% | -52.8% | -65.3% |
| YTD | -4.5% | -30.1% | +25.6% | +17.3% |
| 1Y | -10.5% | -35.2% | +24.7% | +18.5% |
| 3Y | +340.6% | -0.8% | +341.4% | +314.3% |
| All | +340.6% | -0.5% | +341.1% | +314.3% |
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 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