+174.3%
XLE vs STRL
+7,064.8%
-6,890.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.8% |
| 7D | +2.2% | +3.4% | -1.2% | +1.6% |
| 30D | +11.8% | -9.2% | +21.0% | +13.2% |
| 3M | +9.8% | -51.0% | +60.9% | +21.6% |
| 6M | +15.6% | +15.8% | -0.2% | +4.6% |
| YTD | +45.3% | +58.9% | -13.6% | +22.1% |
| 1Y | +48.3% | +68.5% | -20.2% | +20.5% |
| 3Y | +55.4% | +485.2% | -429.8% | -14.2% |
| 5Y | +216.1% | +2,005.1% | -1,789.0% | +15.4% |
| All | +174.3% | +7,064.8% | -6,890.5% | -31.3% |
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