+159.6%
XLB vs STRL
+7,463.3%
-7,303.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.5% |
| 7D | -0.2% | +10.1% | -10.4% | -1.8% |
| 30D | -1.7% | -8.2% | +6.5% | -0.7% |
| 3M | +4.4% | -43.7% | +48.0% | +12.7% |
| 6M | +5.0% | +27.1% | -22.1% | -4.9% |
| YTD | +15.5% | +64.0% | -48.5% | -0.9% |
| 1Y | +14.9% | +75.2% | -60.2% | -4.1% |
| 3Y | +34.5% | +539.9% | -505.4% | -19.9% |
| 5Y | +36.5% | +2,133.0% | -2,096.4% | -40.9% |
| 10Y | +159.6% | +7,178.3% | -7,018.7% | -17.3% |
| All | +159.6% | +7,463.3% | -7,303.7% | -17.3% |
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