+428.9%
XLF vs STRL
+69,351.4%
-68,922.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.1% |
| 7D | -1.0% | +7.1% | -8.1% | -1.8% |
| 30D | +6.5% | -39.4% | +45.9% | +10.9% |
| 3M | +1.8% | -43.0% | +44.8% | +6.2% |
| 6M | +15.4% | -65.0% | +80.4% | +24.8% |
| YTD | +8.4% | -0.8% | +9.1% | +3.6% |
| 1Y | +11.9% | -20.3% | +32.2% | +9.1% |
| 3Y | +81.1% | +356.5% | -275.4% | +43.9% |
| 5Y | +59.5% | +952.8% | -893.4% | +15.1% |
| 10Y | +225.2% | +3,877.1% | -3,651.9% | +101.7% |
| All | +428.9% | +69,351.4% | -68,922.5% | +234.7% |
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