+49.2%
XEL vs STRL
+531.3%
-482.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.5% |
| 7D | +1.3% | +10.1% | -8.8% | +1.3% |
| 30D | -1.5% | -8.2% | +6.7% | -1.5% |
| 3M | -0.2% | -43.7% | +43.5% | -0.1% |
| 6M | -5.4% | +27.1% | -32.5% | -5.9% |
| YTD | +5.6% | +64.0% | -58.3% | +5.3% |
| 1Y | +10.5% | +75.2% | -64.7% | +10.1% |
| 3Y | +49.2% | +539.9% | -490.7% | +43.2% |
| All | +49.2% | +531.3% | -482.1% | +43.2% |
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