+40.7%
XLC vs STRL
+906.9%
-866.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.3% |
| 7D | +3.7% | +15.7% | -11.9% | +2.4% |
| 30D | -1.9% | -35.5% | +33.5% | +1.2% |
| 3M | -3.1% | -47.1% | +44.0% | +1.3% |
| 6M | -6.4% | -65.8% | +59.4% | +1.1% |
| YTD | -6.8% | -4.5% | -2.3% | -14.1% |
| 1Y | -1.7% | -10.5% | +8.8% | -8.9% |
| 3Y | +64.7% | +340.6% | -275.9% | +7.5% |
| All | +40.7% | +906.9% | -866.2% | -34.1% |
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 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