+37.7%
XLC vs STRL
+2,010.6%
-1,972.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.7% |
| 7D | -0.8% | +3.4% | -4.2% | -1.2% |
| 30D | +1.0% | -9.2% | +10.3% | +1.8% |
| 3M | -0.7% | -51.0% | +50.3% | +5.5% |
| 6M | -5.1% | +15.8% | -20.9% | -11.1% |
| YTD | -4.3% | +58.9% | -63.1% | -14.8% |
| 1Y | -0.6% | +68.5% | -69.1% | -13.3% |
| 3Y | +72.7% | +485.2% | -412.5% | +14.6% |
| All | +37.7% | +2,010.6% | -1,972.9% | -38.2% |
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 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