+8.6%
XLF vs STRL
+66.6%
-58.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.3% |
| 7D | -2.9% | +5.4% | -8.3% | -2.9% |
| 30D | -1.6% | -9.0% | +7.4% | -1.5% |
| 3M | +9.3% | -37.1% | +46.3% | +9.7% |
| 6M | +14.6% | +17.8% | -3.2% | +11.6% |
| YTD | +4.7% | +58.3% | -53.6% | +0.2% |
| 1Y | +8.6% | +61.0% | -52.4% | +3.4% |
| All | +8.6% | +66.6% | -58.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling