+788.5%
XLK vs STRL
+7,221.5%
-6,433.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +0.3% |
| 7D | +0.2% | +5.0% | -4.8% | -0.8% |
| 30D | -0.6% | -6.9% | +6.3% | +0.5% |
| 3M | +2.6% | -39.1% | +41.6% | +11.4% |
| 6M | +34.0% | +21.5% | +12.5% | +23.1% |
| YTD | +30.7% | +66.9% | -36.2% | +12.0% |
| 1Y | +39.2% | +61.6% | -22.4% | +18.9% |
| 3Y | +120.4% | +560.0% | -439.6% | +36.8% |
| 5Y | +148.8% | +2,238.9% | -2,090.1% | +18.6% |
| All | +788.5% | +7,221.5% | -6,433.0% | +238.9% |
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