+246.5%
XLF vs STRL
+6,846.4%
-6,599.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | 0.0% |
| 7D | -2.9% | +5.4% | -8.3% | -3.8% |
| 30D | -1.6% | -9.0% | +7.4% | -0.4% |
| 3M | +9.3% | -37.1% | +46.3% | +15.8% |
| 6M | +14.6% | +17.8% | -3.2% | +4.0% |
| YTD | +4.7% | +58.3% | -53.6% | -11.1% |
| 1Y | +8.6% | +61.0% | -52.4% | -9.7% |
| 3Y | +73.9% | +517.8% | -444.0% | -0.4% |
| 5Y | +65.0% | +2,119.0% | -2,054.0% | -34.2% |
| All | +246.5% | +6,846.4% | -6,599.9% | 0.0% |
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 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