+28.4%
XLY vs STRL
+2,151.3%
-2,122.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.1% |
| 7D | -1.7% | +5.0% | -6.7% | -2.4% |
| 30D | -4.2% | -6.9% | +2.7% | -3.5% |
| 3M | -2.7% | -39.1% | +36.4% | +3.3% |
| 6M | -0.6% | +21.5% | -22.1% | -9.3% |
| YTD | -5.0% | +66.9% | -71.9% | -19.2% |
| 1Y | -4.1% | +61.6% | -65.7% | -19.1% |
| 3Y | +33.6% | +560.0% | -526.4% | -24.1% |
| All | +28.4% | +2,151.3% | -2,122.9% | -54.4% |
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 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