+34.1%
XLP vs STRL
+2,010.6%
-1,976.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.0% |
| 30D | -0.9% | -9.2% | +8.4% | -0.8% |
| 3M | +3.8% | -51.0% | +54.9% | +4.7% |
| 6M | -1.7% | +15.8% | -17.5% | -3.4% |
| YTD | +10.3% | +58.9% | -48.6% | +7.5% |
| 1Y | +7.8% | +68.5% | -60.7% | +4.5% |
| 3Y | +27.2% | +485.2% | -458.0% | +12.8% |
| All | +34.1% | +2,010.6% | -1,976.5% | -0.4% |
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