+169.1%
XLB vs STRL
+3,580.1%
-3,410.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | -1.5% | -26.9% | +25.4% | +2.5% |
| 30D | +6.1% | -52.7% | +58.7% | +17.8% |
| 3M | 0.0% | -52.8% | +52.9% | +10.6% |
| 6M | 0.0% | -71.5% | +71.4% | +17.8% |
| YTD | +16.0% | -17.4% | +33.5% | +9.1% |
| 1Y | +24.7% | -35.0% | +59.7% | +22.0% |
| 3Y | +40.4% | +239.2% | -198.9% | -9.6% |
| 5Y | +30.7% | +830.2% | -799.5% | -35.7% |
| All | +169.1% | +3,580.1% | -3,410.9% | -1.8% |
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