+72.3%
XLC vs STRL
+531.3%
-459.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.6% |
| 7D | +0.6% | +10.1% | -9.5% | 0.0% |
| 30D | +0.2% | -8.2% | +8.4% | +0.6% |
| 3M | +0.6% | -43.7% | +44.3% | +3.8% |
| 6M | -4.5% | +27.1% | -31.6% | -9.7% |
| YTD | -4.7% | +64.0% | -68.7% | -12.7% |
| 1Y | -1.7% | +75.2% | -76.8% | -11.4% |
| 3Y | +72.3% | +539.9% | -467.6% | +29.1% |
| All | +72.3% | +531.3% | -459.0% | +29.1% |
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