+2,022.6%
STRL vs XYL
-17.7%
+2,040.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.8% | +7.1% |
| 7D | +3.4% | -5.0% | +8.4% | +6.8% |
| 30D | -9.2% | -13.2% | +4.0% | -0.6% |
| 3M | -51.0% | -3.7% | -47.3% | -51.2% |
| 6M | +15.8% | -17.7% | +33.5% | +29.8% |
| YTD | +58.9% | -21.5% | +80.4% | +82.4% |
| 1Y | +68.5% | -24.5% | +93.0% | +100.2% |
| 3Y | +485.2% | +6.9% | +478.3% | +468.1% |
| All | +2,022.6% | -17.7% | +2,040.3% | +2,022.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling