+44.4%
XLU vs STRL
+2,049.2%
-2,004.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -1.5% |
| 30D | -2.5% | -9.0% | +6.4% | -2.1% |
| 3M | -2.7% | -37.1% | +34.3% | -0.5% |
| 6M | -7.5% | +17.8% | -25.3% | -11.1% |
| YTD | +0.9% | +58.3% | -57.4% | -5.7% |
| 1Y | +3.3% | +61.0% | -57.7% | -4.2% |
| 3Y | +47.3% | +517.8% | -470.5% | +17.3% |
| 5Y | +44.4% | +2,119.0% | -2,074.6% | -3.3% |
| All | +44.4% | +2,049.2% | -2,004.8% | -3.3% |
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