+599.5%
XYZ vs STRL
+3,580.1%
-2,980.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.9% |
| 7D | +12.1% | -26.9% | +39.1% | +18.5% |
| 30D | +12.4% | -52.7% | +65.0% | +31.4% |
| 3M | +8.2% | -52.8% | +61.0% | +25.5% |
| 6M | +20.7% | -71.5% | +92.2% | +53.9% |
| YTD | +31.3% | -17.4% | +48.8% | +14.7% |
| 1Y | +20.5% | -35.0% | +55.5% | +12.5% |
| 3Y | +72.6% | +239.2% | -166.6% | -12.4% |
| 5Y | -64.0% | +830.2% | -894.2% | -87.1% |
| All | +599.5% | +3,580.1% | -2,980.5% | +107.6% |
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