+2,427.2%
STRL vs XHB
+173.9%
+2,253.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.1% |
| 7D | +3.4% | -1.3% | +4.7% | +4.3% |
| 30D | -9.2% | -6.9% | -2.4% | -4.8% |
| 3M | -51.0% | -1.3% | -49.8% | -50.9% |
| 6M | +15.8% | -6.8% | +22.6% | +22.2% |
| YTD | +58.9% | +0.7% | +58.1% | +58.6% |
| 1Y | +68.5% | -11.2% | +79.8% | +82.7% |
| 3Y | +485.2% | +25.3% | +459.9% | +400.9% |
| 5Y | +2,005.1% | +37.3% | +1,967.8% | +1,576.9% |
| 10Y | +7,118.0% | +211.5% | +6,906.4% | +3,343.9% |
| All | +2,427.2% | +173.9% | +2,253.3% | +788.1% |
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