+1,410.0%
STRL vs XHB
+182.7%
+1,227.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.4% | +12.6% |
| 7D | -13.3% | +1.3% | -14.7% | -14.8% |
| 30D | -43.3% | +11.8% | -55.1% | -48.3% |
| 3M | -46.9% | -3.8% | -43.0% | -46.3% |
| 6M | -65.6% | +4.1% | -69.7% | -67.2% |
| YTD | -5.1% | +4.0% | -9.0% | -8.7% |
| 1Y | -23.1% | +1.6% | -24.6% | -24.9% |
| 3Y | +346.8% | +43.2% | +303.7% | +244.7% |
| 5Y | +907.2% | +35.8% | +871.3% | +694.7% |
| 10Y | +3,988.2% | +259.3% | +3,728.9% | +1,658.3% |
| All | +1,410.0% | +182.7% | +1,227.3% | +411.5% |
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