+988.5%
XLE vs STRL
+55,749.1%
-54,760.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.9% | +10.9% | -1.7% |
| 7D | -10.3% | -34.6% | +24.3% | -7.1% |
| 30D | -3.3% | -56.7% | +53.3% | +3.7% |
| 3M | +8.2% | -54.4% | +62.6% | +15.1% |
| 6M | +5.0% | -69.7% | +74.7% | +14.6% |
| YTD | +40.6% | -20.2% | +60.8% | +37.6% |
| 1Y | +45.0% | -40.6% | +85.6% | +45.4% |
| 3Y | +56.3% | +221.7% | -165.3% | +29.4% |
| 5Y | +152.2% | +799.0% | -646.7% | +86.9% |
| 10Y | +173.0% | +3,451.5% | -3,278.5% | +76.4% |
| All | +988.5% | +55,749.1% | -54,760.6% | +610.9% |
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 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