+820.5%
XLB vs STRL
+111,097.7%
-110,277.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.8% |
| 7D | -1.4% | +3.4% | -4.8% | -1.7% |
| 30D | -0.4% | -9.2% | +8.9% | +0.3% |
| 3M | +2.0% | -51.0% | +53.0% | +7.3% |
| 6M | +1.8% | +15.8% | -13.9% | -1.7% |
| YTD | +16.6% | +58.9% | -42.3% | +9.4% |
| 1Y | +16.9% | +68.5% | -51.6% | +8.5% |
| 3Y | +32.6% | +485.2% | -452.7% | +8.4% |
| 5Y | +35.6% | +2,005.1% | -1,969.5% | -1.0% |
| 10Y | +160.0% | +7,118.0% | -6,957.9% | +69.5% |
| All | +820.5% | +111,097.7% | -110,277.2% | +498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling