+1,101.4%
XLY vs STRL
+113,077.1%
-111,975.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -2.1% | +8.2% | -10.3% | -2.7% |
| 30D | -6.0% | -6.3% | +0.3% | -5.7% |
| 3M | -2.7% | -41.2% | +38.4% | +0.6% |
| 6M | -1.5% | +20.4% | -21.8% | -5.0% |
| YTD | -5.4% | +61.7% | -67.1% | -11.1% |
| 1Y | -3.8% | +72.7% | -76.5% | -10.5% |
| 3Y | +36.6% | +530.9% | -494.3% | +13.1% |
| 5Y | +27.4% | +2,125.4% | -2,098.0% | -4.4% |
| 10Y | +218.2% | +7,301.3% | -7,083.1% | +115.7% |
| All | +1,101.4% | +113,077.1% | -111,975.7% | +709.5% |
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