+59.5%
XLF vs STRL
+975.2%
-915.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.2% |
| 7D | -1.0% | +7.1% | -8.1% | -1.7% |
| 30D | +6.5% | -39.4% | +45.9% | +10.6% |
| 3M | +1.8% | -43.0% | +44.8% | +6.0% |
| 6M | +15.4% | -65.0% | +80.4% | +24.7% |
| YTD | +8.4% | -0.8% | +9.1% | -0.4% |
| 1Y | +11.9% | -20.3% | +32.2% | +5.8% |
| 3Y | +81.1% | +356.5% | -275.4% | +16.8% |
| 5Y | +59.5% | +952.8% | -893.4% | -26.2% |
| All | +59.5% | +975.2% | -915.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling