+6,906.6%
STRL vs XME
+426.6%
+6,480.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | +0.7% |
| 7D | +5.4% | -3.0% | +8.4% | +7.9% |
| 30D | -9.0% | -2.6% | -6.4% | -7.3% |
| 3M | -37.1% | +2.2% | -39.2% | -38.0% |
| 6M | +17.8% | +0.7% | +17.1% | +19.7% |
| YTD | +58.3% | +10.9% | +47.4% | +49.5% |
| 1Y | +61.0% | +35.7% | +25.3% | +32.5% |
| 3Y | +517.8% | +127.1% | +390.7% | +263.2% |
| 5Y | +2,119.0% | +168.5% | +1,950.6% | +1,004.9% |
| All | +6,906.6% | +426.6% | +6,480.1% | +2,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling