+32.4%
XLY vs STRL
+513.3%
-480.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -3.9% | +5.4% | -9.3% | -4.4% |
| 30D | -6.1% | -9.0% | +2.9% | -5.3% |
| 3M | -1.2% | -37.1% | +35.9% | +2.9% |
| 6M | -1.8% | +17.8% | -19.6% | -8.3% |
| YTD | -5.9% | +58.3% | -64.2% | -16.6% |
| 1Y | -3.1% | +61.0% | -64.1% | -15.4% |
| All | +32.4% | +513.3% | -480.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling