-61.6%
XYZ vs STRL
+916.0%
-977.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.0% | -11.4% | +0.4% |
| 7D | +14.9% | -13.3% | +28.2% | +16.3% |
| 30D | +14.7% | -43.3% | +58.0% | +27.8% |
| 3M | +12.1% | -46.9% | +59.0% | +25.9% |
| 6M | +18.3% | -65.6% | +83.9% | +43.6% |
| YTD | +36.1% | -5.1% | +41.1% | +8.6% |
| 1Y | +35.3% | -23.1% | +58.4% | +15.8% |
| 3Y | +73.5% | +346.8% | -273.4% | -40.6% |
| 5Y | -61.6% | +907.2% | -968.8% | -93.8% |
| All | -61.6% | +916.0% | -977.6% | -93.8% |
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