+899.8%
XLV vs STRL
+114,688.6%
-113,788.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.7% |
| 7D | -2.6% | +10.1% | -12.8% | -3.1% |
| 30D | +0.9% | -8.2% | +9.1% | +1.2% |
| 3M | +10.0% | -43.7% | +53.7% | +12.3% |
| 6M | +10.4% | +27.1% | -16.7% | +7.6% |
| YTD | +8.9% | +64.0% | -55.1% | +4.7% |
| 1Y | +23.4% | +75.2% | -51.8% | +17.9% |
| 3Y | +33.1% | +539.9% | -506.8% | +17.7% |
| 5Y | +33.3% | +2,133.0% | -2,099.7% | +10.3% |
| 10Y | +170.8% | +7,178.3% | -7,007.5% | +108.9% |
| All | +899.8% | +114,688.6% | -113,788.8% | +652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling