+149.1%
XLK vs STRL
+2,094.8%
-1,945.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.3% | +8.2% | -5.9% | +0.6% |
| 30D | +0.8% | -6.3% | +7.1% | +2.0% |
| 3M | +4.1% | -41.2% | +45.2% | +14.5% |
| 6M | +34.8% | +20.4% | +14.4% | +22.4% |
| YTD | +30.8% | +61.7% | -30.9% | +10.0% |
| 1Y | +42.4% | +72.7% | -30.4% | +16.1% |
| 3Y | +121.8% | +530.9% | -409.1% | +25.5% |
| All | +149.1% | +2,094.8% | -1,945.7% | -6.1% |
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