+128.8%
XLP vs STRL
+4,310.8%
-4,182.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.0% | -14.1% | +0.3% |
| 7D | +0.1% | -13.3% | +13.4% | +0.4% |
| 30D | +8.9% | -43.3% | +52.3% | +11.2% |
| 3M | +7.5% | -46.9% | +54.3% | +9.9% |
| 6M | +9.4% | -65.6% | +75.0% | +13.6% |
| YTD | +19.3% | -5.1% | +24.3% | +14.7% |
| 1Y | +21.7% | -23.1% | +44.8% | +18.4% |
| 3Y | +44.0% | +346.8% | -302.9% | +16.5% |
| 5Y | +42.8% | +907.2% | -864.4% | +3.5% |
| 10Y | +128.8% | +3,988.2% | -3,859.4% | +38.9% |
| All | +128.8% | +4,310.8% | -4,182.0% | +38.9% |
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