+7,178.3%
STRL vs XHB
+204.2%
+6,974.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +5.2% |
| 7D | +10.1% | +0.2% | +9.9% | +9.9% |
| 30D | -8.2% | -9.1% | +0.9% | -0.9% |
| 3M | -43.7% | -2.3% | -41.4% | -43.3% |
| 6M | +27.1% | -4.1% | +31.2% | +31.9% |
| YTD | +64.0% | -1.7% | +65.7% | +66.0% |
| 1Y | +75.2% | -15.1% | +90.3% | +99.1% |
| 3Y | +539.9% | +26.8% | +513.1% | +415.0% |
| 5Y | +2,133.0% | +37.3% | +2,095.6% | +1,555.8% |
| 10Y | +7,178.3% | +205.7% | +6,972.6% | +2,764.2% |
| All | +7,178.3% | +204.2% | +6,974.0% | +2,764.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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