+7,055.3%
STRL vs XME
+446.9%
+6,608.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +8.2% | -0.2% | +8.4% | +8.4% |
| 30D | -6.3% | +1.4% | -7.7% | -7.3% |
| 3M | -41.2% | +2.7% | -43.9% | -42.2% |
| 6M | +20.4% | +6.5% | +13.9% | +17.3% |
| YTD | +61.7% | +15.2% | +46.5% | +48.4% |
| 1Y | +72.7% | +43.5% | +29.2% | +36.5% |
| 3Y | +530.9% | +135.9% | +395.1% | +260.6% |
| 5Y | +2,125.4% | +181.5% | +1,943.9% | +970.1% |
| All | +7,055.3% | +446.9% | +6,608.5% | +2,032.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling