+42.7%
XLP vs STRL
+788.2%
-745.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | -0.8% |
| 7D | +3.5% | -34.6% | +38.1% | +3.3% |
| 30D | +11.6% | -56.7% | +68.2% | +11.4% |
| 3M | +7.6% | -54.4% | +62.1% | +7.5% |
| 6M | +10.0% | -69.7% | +79.7% | +10.1% |
| YTD | +19.7% | -20.2% | +39.9% | +16.7% |
| 1Y | +23.5% | -40.6% | +64.0% | +21.1% |
| 3Y | +44.0% | +221.7% | -177.7% | +26.9% |
| 5Y | +42.7% | +799.0% | -756.3% | +7.5% |
| All | +42.7% | +788.2% | -745.5% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling