+115.5%
XLK vs STRL
+935.0%
-819.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +7.0% | +23.4% | -16.4% | +2.2% |
| 30D | -11.5% | -39.5% | +28.0% | -2.7% |
| 3M | -7.9% | -45.1% | +37.2% | +2.8% |
| 6M | -0.6% | -64.6% | +64.0% | +19.7% |
| YTD | +21.1% | -1.5% | +22.6% | +11.2% |
| 1Y | +18.8% | -20.8% | +39.6% | +14.3% |
| 3Y | +97.3% | +353.1% | -255.8% | +16.8% |
| 5Y | +115.5% | +942.9% | -827.3% | -11.4% |
| All | +115.5% | +935.0% | -819.5% | -11.4% |
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