+20.7%
XLK vs STRL
-30.1%
+50.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.5% | +21.5% | +3.4% |
| 7D | -7.6% | -27.1% | +19.5% | -3.3% |
| 30D | -12.2% | -45.8% | +33.6% | -3.7% |
| 3M | -5.5% | -47.6% | +42.2% | +3.9% |
| 6M | +9.2% | -46.4% | +55.6% | +18.6% |
| YTD | +23.0% | -7.4% | +30.4% | +17.3% |
| 1Y | +20.7% | -25.9% | +46.6% | +20.0% |
| All | +20.7% | -30.1% | +50.8% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling