+719.7%
XLK vs STRL
+3,697.3%
-2,977.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.4% |
| 7D | +3.4% | +15.7% | -12.3% | +0.3% |
| 30D | -10.6% | -35.5% | +24.9% | -3.5% |
| 3M | -10.6% | -47.1% | +36.5% | -0.3% |
| 6M | -3.5% | -65.8% | +62.3% | +15.4% |
| YTD | +18.7% | -4.5% | +23.2% | +11.8% |
| 1Y | +19.4% | -10.5% | +29.9% | +13.6% |
| 3Y | +94.5% | +340.6% | -246.2% | +28.6% |
| 5Y | +111.2% | +911.0% | -799.8% | +14.8% |
| All | +719.7% | +3,697.3% | -2,977.6% | +239.3% |
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 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