+543.0%
XYZ vs STRL
+4,826.2%
-4,283.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.9% | +9.8% | -1.0% |
| 7D | +9.2% | -34.6% | +43.8% | +18.2% |
| 30D | +9.8% | -56.7% | +66.5% | +30.5% |
| 3M | -0.2% | -54.4% | +54.2% | +16.3% |
| 6M | +18.0% | -69.7% | +87.6% | +46.7% |
| YTD | +29.1% | -20.2% | +49.3% | +14.7% |
| 1Y | +14.1% | -40.6% | +54.7% | +9.9% |
| 3Y | +72.6% | +221.7% | -149.0% | -7.5% |
| 5Y | -64.6% | +799.0% | -863.6% | -86.3% |
| 10Y | +590.0% | +3,451.5% | -2,861.5% | +84.4% |
| All | +543.0% | +4,826.2% | -4,283.2% | +57.8% |
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 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