+61.0%
XLC vs STRL
+233.5%
-172.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | +0.3% |
| 7D | +4.9% | -26.9% | +31.8% | +6.1% |
| 30D | -5.8% | -52.7% | +46.9% | -2.7% |
| 3M | -5.4% | -52.8% | +47.4% | -2.4% |
| 6M | -10.2% | -71.5% | +61.3% | -5.0% |
| YTD | -10.2% | -17.4% | +7.3% | -15.0% |
| 1Y | -5.6% | -35.0% | +29.3% | -8.6% |
| 3Y | +61.0% | +239.2% | -178.2% | +28.1% |
| All | +61.0% | +233.5% | -172.5% | +28.1% |
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