+2.4%
XLU vs STRL
+68.3%
-65.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -1.7% |
| 30D | -3.3% | -6.9% | +3.6% | -3.2% |
| 3M | -3.2% | -39.1% | +35.9% | -2.1% |
| 6M | -7.0% | +21.5% | -28.5% | -10.2% |
| YTD | +0.6% | +66.9% | -66.3% | -5.5% |
| 1Y | +2.4% | +61.6% | -59.2% | -3.2% |
| All | +2.4% | +68.3% | -65.8% | -3.2% |
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