+75.2%
STRL vs XHB
-15.1%
+90.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +5.4% |
| 7D | +10.1% | +0.2% | +9.9% | +9.8% |
| 30D | -8.2% | -9.1% | +0.9% | -0.2% |
| 3M | -43.7% | -2.3% | -41.4% | -43.8% |
| 6M | +27.1% | -4.1% | +31.2% | +28.5% |
| YTD | +64.0% | -1.7% | +65.7% | +64.4% |
| 1Y | +75.2% | -15.1% | +90.3% | +101.0% |
| All | +75.2% | -15.1% | +90.3% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling