+65.1%
XLE vs STRL
+337.2%
-272.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.0% | -14.5% | 0.0% |
| 7D | -7.9% | -13.3% | +5.5% | -7.5% |
| 30D | -4.8% | -43.3% | +38.5% | -3.3% |
| 3M | +8.4% | -46.9% | +55.2% | +10.2% |
| 6M | +12.7% | -65.6% | +78.3% | +16.0% |
| YTD | +41.3% | -5.1% | +46.4% | +35.3% |
| 1Y | +42.3% | -23.1% | +65.4% | +38.3% |
| 3Y | +65.1% | +346.8% | -281.8% | +32.3% |
| All | +65.1% | +337.2% | -272.1% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling