+1,024.7%
XLE vs STRL
+111,097.7%
-110,073.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.4% |
| 7D | +2.2% | +3.4% | -1.2% | +1.9% |
| 30D | +11.8% | -9.2% | +21.0% | +12.6% |
| 3M | +9.8% | -51.0% | +60.9% | +16.0% |
| 6M | +15.6% | +15.8% | -0.2% | +10.6% |
| YTD | +45.3% | +58.9% | -13.6% | +34.6% |
| 1Y | +48.3% | +68.5% | -20.2% | +35.6% |
| 3Y | +55.4% | +485.2% | -429.8% | +22.6% |
| 5Y | +216.1% | +2,005.1% | -1,789.0% | +118.2% |
| 10Y | +178.4% | +7,118.0% | -6,939.6% | +69.8% |
| All | +1,024.7% | +111,097.7% | -110,073.0% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling