+28.6%
XLB vs STRL
+906.9%
-878.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.1% |
| 7D | +0.5% | +15.7% | -15.1% | -1.1% |
| 30D | +5.2% | -35.5% | +40.6% | +9.5% |
| 3M | +0.3% | -47.1% | +47.4% | +6.4% |
| 6M | +1.2% | -65.8% | +66.9% | +11.8% |
| YTD | +16.6% | -4.5% | +21.2% | +8.4% |
| 1Y | +21.4% | -10.5% | +31.9% | +13.5% |
| 3Y | +43.2% | +340.6% | -297.4% | -9.3% |
| All | +28.6% | +906.9% | -878.2% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling