+82.8%
XLI vs STRL
+2,093.0%
-2,010.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | +1.0% | +10.1% | -9.1% | -0.5% |
| 30D | -5.8% | -8.2% | +2.4% | -4.8% |
| 3M | +0.7% | -43.7% | +44.4% | +8.6% |
| 6M | +3.2% | +27.1% | -23.9% | -6.0% |
| YTD | +13.0% | +64.0% | -51.0% | -2.3% |
| 1Y | +16.8% | +75.2% | -58.4% | -1.7% |
| 3Y | +72.4% | +539.9% | -467.5% | +4.6% |
| 5Y | +82.8% | +2,133.0% | -2,050.2% | -25.3% |
| All | +82.8% | +2,093.0% | -2,010.2% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling