+228.0%
XLI vs STRL
+3,927.3%
-3,699.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.5% | -19.8% | +18.3% | +1.7% |
| 30D | -0.3% | -43.6% | +43.2% | +9.4% |
| 3M | -8.4% | -45.2% | +36.9% | +0.6% |
| 6M | -2.1% | -65.7% | +63.6% | +15.1% |
| YTD | +9.6% | -5.4% | +15.1% | +1.2% |
| 1Y | +10.7% | -24.7% | +35.4% | +6.4% |
| 3Y | +71.6% | +335.0% | -263.5% | +4.8% |
| 5Y | +70.8% | +915.3% | -844.5% | -18.2% |
| 10Y | +228.0% | +3,877.5% | -3,649.5% | +12.8% |
| All | +228.0% | +3,927.3% | -3,699.3% | +12.8% |
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