+225.2%
XLF vs STRL
+4,073.8%
-3,848.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.2% |
| 7D | -1.0% | +7.1% | -8.1% | -2.3% |
| 30D | +6.5% | -39.4% | +45.9% | +13.7% |
| 3M | +1.8% | -43.0% | +44.8% | +9.1% |
| 6M | +15.4% | -65.0% | +80.4% | +31.2% |
| YTD | +8.4% | -0.8% | +9.1% | -2.8% |
| 1Y | +11.9% | -20.3% | +32.2% | +4.3% |
| 3Y | +81.1% | +356.5% | -275.4% | +5.6% |
| 5Y | +59.5% | +952.8% | -893.4% | -28.4% |
| 10Y | +225.2% | +3,877.1% | -3,651.9% | +1.4% |
| All | +225.2% | +4,073.8% | -3,848.6% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling