+40.4%
XLB vs STRL
+233.5%
-193.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -1.5% | -26.9% | +25.4% | +0.4% |
| 30D | +6.1% | -52.7% | +58.7% | +11.8% |
| 3M | 0.0% | -52.8% | +52.9% | +5.2% |
| 6M | 0.0% | -71.5% | +71.4% | +8.9% |
| YTD | +16.0% | -17.4% | +33.5% | +11.5% |
| 1Y | +24.7% | -35.0% | +59.7% | +22.6% |
| 3Y | +40.4% | +239.2% | -198.9% | +7.6% |
| All | +40.4% | +233.5% | -193.2% | +7.6% |
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