+566.1%
XYZ vs STRL
+3,816.9%
-3,250.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.1% | +23.4% | -25.6% | -7.0% |
| 30D | +7.0% | -39.5% | +46.5% | +18.0% |
| 3M | +5.1% | -45.1% | +50.1% | +17.7% |
| 6M | +14.1% | -64.6% | +78.6% | +38.2% |
| YTD | +26.4% | -1.5% | +27.9% | +5.6% |
| 1Y | +25.1% | -20.8% | +45.8% | +10.9% |
| 3Y | +59.7% | +353.1% | -293.4% | -24.9% |
| 5Y | -63.8% | +942.9% | -1,006.7% | -87.4% |
| All | +566.1% | +3,816.9% | -3,250.8% | +69.5% |
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 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