+3,786.6%
STRL vs XHB
+234.8%
+3,551.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.6% |
| 7D | +23.4% | -2.4% | +25.9% | +26.1% |
| 30D | -39.5% | +7.1% | -46.6% | -43.9% |
| 3M | -45.1% | -6.0% | -39.1% | -43.4% |
| 6M | -64.6% | +2.1% | -66.6% | -66.2% |
| YTD | -1.5% | -0.6% | -0.9% | -3.0% |
| 1Y | -20.8% | -3.3% | -17.5% | -20.4% |
| 3Y | +353.1% | +34.1% | +319.0% | +242.5% |
| 5Y | +942.9% | +28.6% | +914.3% | +704.5% |
| All | +3,786.6% | +234.8% | +3,551.8% | +1,354.6% |
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