+22.2%
XLP vs STRL
-26.3%
+48.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.0% | -14.1% | +1.5% |
| 7D | +0.1% | -13.3% | +13.4% | -0.4% |
| 30D | +8.9% | -43.3% | +52.3% | +7.0% |
| 3M | +7.5% | -46.9% | +54.3% | +5.5% |
| 6M | +9.4% | -65.6% | +75.0% | +6.9% |
| YTD | +19.3% | -5.1% | +24.3% | +16.5% |
| All | +22.2% | -26.3% | +48.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling