+167.7%
XLB vs STRL
+4,310.8%
-4,143.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.0% | -13.1% | -0.4% |
| 7D | -1.4% | -13.3% | +12.0% | -0.1% |
| 30D | +7.1% | -43.3% | +50.4% | +15.6% |
| 3M | +0.6% | -46.9% | +47.5% | +9.1% |
| 6M | +3.5% | -65.6% | +69.1% | +18.3% |
| YTD | +18.2% | -5.1% | +23.3% | +8.7% |
| 1Y | +25.6% | -23.1% | +48.7% | +19.4% |
| 3Y | +46.7% | +346.8% | -300.2% | -10.1% |
| 5Y | +30.9% | +907.2% | -876.3% | -36.2% |
| 10Y | +167.7% | +3,988.2% | -3,820.4% | -2.1% |
| All | +167.7% | +4,310.8% | -4,143.0% | -2.1% |
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