+3,667.9%
STRL vs XME
+260.6%
+3,407.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.8% |
| 7D | +15.7% | +0.3% | +15.3% | +15.8% |
| 30D | -35.5% | -6.1% | -29.3% | -31.4% |
| 3M | -47.1% | -18.6% | -28.5% | -37.2% |
| 6M | -65.8% | -23.9% | -41.9% | -57.0% |
| YTD | -4.5% | -9.3% | +4.8% | +6.6% |
| 1Y | -10.5% | +1.8% | -12.2% | -7.8% |
| 3Y | +340.6% | +93.0% | +247.6% | +196.2% |
| 5Y | +911.0% | +107.0% | +804.0% | +517.1% |
| All | +3,667.9% | +260.6% | +3,407.3% | +1,297.0% |
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 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