+43.7%
XLP vs STRL
+222.3%
-178.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -1.1% |
| 7D | +3.5% | -34.6% | +38.1% | +2.4% |
| 30D | +11.6% | -56.7% | +68.2% | +9.6% |
| 3M | +7.6% | -54.4% | +62.1% | +5.9% |
| 6M | +10.0% | -69.7% | +79.7% | +7.8% |
| YTD | +19.7% | -20.2% | +39.9% | +17.7% |
| 1Y | +23.5% | -40.6% | +64.0% | +21.1% |
| All | +43.7% | +222.3% | -178.6% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling