+158.1%
XLE vs STRL
+900.6%
-742.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.7% | -19.8% | +13.1% | -5.6% |
| 30D | -4.4% | -43.6% | +39.1% | -1.2% |
| 3M | +4.0% | -45.2% | +49.2% | +7.4% |
| 6M | +13.2% | -65.7% | +78.9% | +19.9% |
| YTD | +41.9% | -5.4% | +47.3% | +33.5% |
| 1Y | +41.6% | -24.7% | +66.3% | +36.4% |
| 3Y | +64.0% | +335.0% | -271.1% | +14.8% |
| 5Y | +158.1% | +915.3% | -757.2% | +32.8% |
| All | +158.1% | +900.6% | -742.4% | +32.8% |
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