+163.9%
XLE vs STRL
+4,310.8%
-4,146.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.0% | -14.5% | -1.9% |
| 7D | -7.9% | -13.3% | +5.5% | -6.4% |
| 30D | -4.8% | -43.3% | +38.5% | +3.1% |
| 3M | +8.4% | -46.9% | +55.2% | +17.9% |
| 6M | +12.7% | -65.6% | +78.3% | +29.2% |
| YTD | +41.3% | -5.1% | +46.4% | +27.0% |
| 1Y | +42.3% | -23.1% | +65.4% | +32.7% |
| 3Y | +65.1% | +346.8% | -281.8% | -8.4% |
| 5Y | +150.2% | +907.2% | -757.0% | +3.6% |
| 10Y | +163.9% | +3,988.2% | -3,824.3% | -19.0% |
| All | +163.9% | +4,310.8% | -4,146.9% | -19.0% |
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