+54.7%
XEL vs STRL
+354.9%
-300.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.4% | +23.4% | -22.0% | +1.5% |
| 30D | +9.2% | -39.5% | +48.7% | +9.1% |
| 3M | +4.5% | -45.1% | +49.6% | +4.4% |
| 6M | +3.6% | -64.6% | +68.2% | +3.4% |
| YTD | +12.9% | -1.5% | +14.4% | +13.0% |
| 1Y | +4.1% | -20.8% | +24.9% | +3.9% |
| All | +54.7% | +354.9% | -300.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling