+101.4%
XLP vs STRL
+7,064.8%
-6,963.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -1.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.2% |
| 30D | -0.9% | -9.2% | +8.4% | -0.5% |
| 3M | +3.8% | -51.0% | +54.9% | +7.1% |
| 6M | -1.7% | +15.8% | -17.5% | -4.9% |
| YTD | +10.3% | +58.9% | -48.6% | +4.3% |
| 1Y | +7.8% | +68.5% | -60.7% | +0.8% |
| 3Y | +27.2% | +485.2% | -458.0% | +3.8% |
| 5Y | +32.5% | +2,005.1% | -1,972.6% | -7.2% |
| All | +101.4% | +7,064.8% | -6,963.4% | +19.8% |
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