+183.8%
XEL vs STRL
+4,073.8%
-3,889.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +1.0% |
| 7D | +0.7% | +7.1% | -6.4% | +0.4% |
| 30D | +9.3% | -39.4% | +48.7% | +11.4% |
| 3M | +5.3% | -43.0% | +48.2% | +7.5% |
| 6M | +2.2% | -65.0% | +67.2% | +6.2% |
| YTD | +12.3% | -0.8% | +13.1% | +9.2% |
| 1Y | +3.0% | -20.3% | +23.3% | +1.2% |
| 3Y | +51.6% | +356.5% | -304.9% | +27.9% |
| 5Y | +50.0% | +952.8% | -902.9% | +15.0% |
| 10Y | +183.8% | +3,877.1% | -3,693.3% | +75.7% |
| All | +183.8% | +4,073.8% | -3,889.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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