+169.4%
XLV vs STRL
+7,221.5%
-7,052.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.6% |
| 7D | -3.6% | +5.0% | -8.6% | -3.9% |
| 30D | -1.8% | -6.9% | +5.1% | -1.5% |
| 3M | +7.8% | -39.1% | +46.8% | +11.1% |
| 6M | +9.1% | +21.5% | -12.4% | +3.9% |
| YTD | +7.7% | +66.9% | -59.1% | -0.8% |
| 1Y | +20.4% | +61.6% | -41.2% | +10.4% |
| 3Y | +30.8% | +560.0% | -529.2% | -1.6% |
| 5Y | +34.6% | +2,238.9% | -2,204.2% | -15.9% |
| All | +169.4% | +7,221.5% | -7,052.1% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling