+1,213.4%
STRL vs XHB
+172.9%
+1,040.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.5% |
| 7D | -26.9% | +1.3% | -28.2% | -28.5% |
| 30D | -52.7% | +7.8% | -60.5% | -55.8% |
| 3M | -52.8% | -5.5% | -47.4% | -51.9% |
| 6M | -71.5% | -2.6% | -68.9% | -71.6% |
| YTD | -17.4% | +0.4% | -17.8% | -18.9% |
| 1Y | -35.0% | -1.0% | -34.0% | -35.6% |
| 3Y | +239.2% | +37.3% | +201.9% | +168.3% |
| 5Y | +830.2% | +33.7% | +796.5% | +640.1% |
| 10Y | +3,574.7% | +256.9% | +3,317.8% | +1,487.1% |
| All | +1,213.4% | +172.9% | +1,040.5% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling