+226.1%
XLI vs STRL
+3,697.3%
-3,471.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +3.8% | +15.7% | -11.9% | +0.9% |
| 30D | +1.0% | -35.5% | +36.5% | +8.2% |
| 3M | -8.9% | -47.1% | +38.2% | +0.7% |
| 6M | -2.3% | -65.8% | +63.5% | +14.8% |
| YTD | +9.7% | -4.5% | +14.2% | +1.0% |
| 1Y | +12.3% | -10.5% | +22.8% | +4.4% |
| 3Y | +71.5% | +340.6% | -269.1% | +4.4% |
| 5Y | +70.2% | +911.0% | -840.9% | -18.5% |
| All | +226.1% | +3,697.3% | -3,471.2% | +12.0% |
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