+74.2%
XLI vs STRL
+337.2%
-263.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.0% | -11.1% | +1.9% |
| 7D | -0.5% | -13.3% | +12.9% | +0.7% |
| 30D | -0.2% | -43.3% | +43.1% | +6.4% |
| 3M | -8.6% | -46.9% | +38.3% | -2.0% |
| 6M | -2.0% | -65.6% | +63.6% | +9.8% |
| YTD | +9.7% | -5.1% | +14.8% | +2.9% |
| 1Y | +11.4% | -23.1% | +34.5% | +7.6% |
| 3Y | +74.2% | +346.8% | -272.6% | +21.1% |
| All | +74.2% | +337.2% | -263.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling