+1,117.4%
XLI vs STRL
+111,097.7%
-109,980.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | -0.1% |
| 7D | -1.1% | +3.4% | -4.4% | -1.3% |
| 30D | -5.9% | -9.2% | +3.3% | -5.3% |
| 3M | -0.3% | -51.0% | +50.8% | +5.1% |
| 6M | +0.1% | +15.8% | -15.6% | -3.1% |
| YTD | +13.6% | +58.9% | -45.3% | +6.8% |
| 1Y | +17.2% | +68.5% | -51.3% | +9.1% |
| 3Y | +68.2% | +485.2% | -417.0% | +38.8% |
| 5Y | +80.7% | +2,005.1% | -1,924.4% | +33.9% |
| 10Y | +253.3% | +7,118.0% | -6,864.7% | +135.3% |
| All | +1,117.4% | +111,097.7% | -109,980.3% | +696.8% |
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 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