-24.4%
STRL vs XME
+3.2%
-27.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.5% | +9.5% | +8.2% |
| 7D | -13.3% | +0.9% | -14.3% | -13.4% |
| 30D | -43.3% | -7.3% | -36.0% | -37.2% |
| 3M | -46.9% | -14.8% | -32.1% | -35.5% |
| 6M | -65.6% | -18.4% | -47.2% | -56.5% |
| YTD | -5.1% | -4.7% | -0.4% | -4.8% |
| All | -24.4% | +3.2% | -27.6% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling