+3,988.2%
STRL vs XME
+294.4%
+3,693.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.5% | +9.5% | +10.7% |
| 7D | -13.3% | +0.9% | -14.3% | -13.2% |
| 30D | -43.3% | -7.3% | -36.0% | -39.1% |
| 3M | -46.9% | -14.8% | -32.1% | -39.2% |
| 6M | -65.6% | -18.4% | -47.2% | -59.1% |
| YTD | -5.1% | -4.7% | -0.4% | +1.9% |
| 1Y | -23.1% | +5.7% | -28.8% | -22.9% |
| 3Y | +346.8% | +104.0% | +242.9% | +188.1% |
| 5Y | +907.2% | +122.4% | +784.7% | +482.1% |
| 10Y | +3,988.2% | +285.4% | +3,702.8% | +1,382.9% |
| All | +3,988.2% | +294.4% | +3,693.8% | +1,382.9% |
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