+816.1%
XLB vs STRL
+57,687.4%
-56,871.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -1.5% | -26.9% | +25.4% | +0.7% |
| 30D | +6.1% | -52.7% | +58.7% | +12.1% |
| 3M | 0.0% | -52.8% | +52.9% | +5.5% |
| 6M | 0.0% | -71.5% | +71.4% | +8.9% |
| YTD | +16.0% | -17.4% | +33.5% | +14.1% |
| 1Y | +24.7% | -35.0% | +59.7% | +24.8% |
| 3Y | +40.4% | +239.2% | -198.9% | +19.2% |
| 5Y | +30.7% | +830.2% | -799.5% | +1.3% |
| 10Y | +173.3% | +3,574.7% | -3,401.4% | +87.1% |
| All | +816.1% | +57,687.4% | -56,871.3% | +524.2% |
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