+3,823.3%
STRL vs XYL
+449.8%
+3,373.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.8% | +7.1% |
| 7D | +3.4% | -5.0% | +8.4% | +6.9% |
| 30D | -9.2% | -13.2% | +4.0% | -0.5% |
| 3M | -51.0% | -3.7% | -47.3% | -50.9% |
| 6M | +15.8% | -17.7% | +33.5% | +30.1% |
| YTD | +58.9% | -21.5% | +80.4% | +82.9% |
| 1Y | +68.5% | -24.5% | +93.0% | +100.5% |
| 3Y | +485.2% | +6.9% | +478.3% | +457.4% |
| 5Y | +2,005.1% | -18.1% | +2,023.2% | +2,210.5% |
| 10Y | +7,118.0% | +134.7% | +6,983.2% | +4,144.9% |
| All | +3,823.3% | +449.8% | +3,373.5% | +1,386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling