+75.2%
STRL vs XME
+42.7%
+32.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.0% |
| 7D | +10.1% | +3.6% | +6.5% | +5.8% |
| 30D | -8.2% | +3.6% | -11.8% | -12.0% |
| 3M | -43.7% | +1.2% | -44.9% | -44.7% |
| 6M | +27.1% | +9.0% | +18.1% | +17.2% |
| YTD | +64.0% | +15.9% | +48.1% | +38.4% |
| 1Y | +75.2% | +43.2% | +32.0% | +8.3% |
| All | +75.2% | +42.7% | +32.5% | +8.3% |
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