+163.9%
XLE vs STRL
+3,927.3%
-3,763.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.7% | -19.8% | +13.1% | -4.0% |
| 30D | -4.4% | -43.6% | +39.1% | +3.6% |
| 3M | +4.0% | -45.2% | +49.2% | +12.6% |
| 6M | +13.2% | -65.7% | +78.9% | +29.8% |
| YTD | +41.9% | -5.4% | +47.3% | +27.6% |
| 1Y | +41.6% | -24.7% | +66.3% | +32.7% |
| 3Y | +64.0% | +335.0% | -271.1% | -8.4% |
| 5Y | +158.1% | +915.3% | -757.2% | +6.5% |
| 10Y | +163.9% | +3,877.5% | -3,713.5% | -19.5% |
| All | +163.9% | +3,927.3% | -3,763.3% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling