+784.6%
STRL vs XHB
+33.2%
+751.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.6% |
| 7D | -26.9% | +1.3% | -28.2% | -28.6% |
| 30D | -52.7% | +7.8% | -60.5% | -56.2% |
| 3M | -52.8% | -5.5% | -47.4% | -51.7% |
| 6M | -71.5% | -2.6% | -68.9% | -71.6% |
| YTD | -17.4% | +0.4% | -17.8% | -19.3% |
| 1Y | -35.0% | -1.0% | -34.0% | -35.8% |
| 3Y | +239.2% | +37.3% | +201.9% | +160.5% |
| All | +784.6% | +33.2% | +751.4% | +600.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling