+149.9%
XLE vs STRL
+779.4%
-629.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -12.0% | -26.9% | +14.9% | -10.3% |
| 30D | -2.7% | -52.7% | +49.9% | +1.7% |
| 3M | +6.6% | -52.8% | +59.4% | +11.3% |
| 6M | +9.5% | -71.5% | +81.0% | +17.7% |
| YTD | +40.6% | -17.4% | +58.0% | +33.5% |
| 1Y | +43.6% | -35.0% | +78.6% | +39.8% |
| 3Y | +58.1% | +239.2% | -181.1% | +13.8% |
| All | +149.9% | +779.4% | -629.5% | +29.9% |
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