+127.5%
XLP vs STRL
+3,456.6%
-3,329.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -0.2% |
| 7D | +3.5% | -34.6% | +38.1% | +5.0% |
| 30D | +11.6% | -56.7% | +68.2% | +15.1% |
| 3M | +7.6% | -54.4% | +62.1% | +10.7% |
| 6M | +10.0% | -69.7% | +79.7% | +14.6% |
| YTD | +19.7% | -20.2% | +39.9% | +16.0% |
| 1Y | +23.5% | -40.6% | +64.0% | +21.7% |
| 3Y | +44.0% | +221.7% | -177.7% | +19.3% |
| 5Y | +42.7% | +799.0% | -756.3% | +3.9% |
| All | +127.5% | +3,456.6% | -3,329.1% | +44.7% |
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