+429.4%
XLF vs STRL
+66,732.0%
-66,302.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | +2.7% | +15.7% | -13.0% | +1.2% |
| 30D | +7.6% | -35.5% | +43.1% | +11.4% |
| 3M | +1.1% | -47.1% | +48.2% | +6.3% |
| 6M | +15.9% | -65.8% | +81.7% | +25.6% |
| YTD | +8.4% | -4.5% | +13.0% | +4.1% |
| 1Y | +12.5% | -10.5% | +23.0% | +8.4% |
| 3Y | +81.6% | +340.6% | -259.1% | +44.7% |
| 5Y | +59.3% | +911.0% | -851.8% | +15.4% |
| 10Y | +225.4% | +3,727.1% | -3,501.6% | +102.6% |
| All | +429.4% | +66,732.0% | -66,302.7% | +236.2% |
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 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