+2,133.0%
STRL vs XME
+179.6%
+1,953.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.3% |
| 7D | +10.1% | +3.6% | +6.5% | +6.9% |
| 30D | -8.2% | +3.6% | -11.8% | -10.9% |
| 3M | -43.7% | +1.2% | -44.9% | -44.2% |
| 6M | +27.1% | +9.0% | +18.1% | +21.2% |
| YTD | +64.0% | +15.9% | +48.1% | +48.8% |
| 1Y | +75.2% | +43.2% | +32.0% | +37.3% |
| 3Y | +539.9% | +137.4% | +402.5% | +265.4% |
| 5Y | +2,133.0% | +185.0% | +1,947.9% | +996.3% |
| All | +2,133.0% | +179.6% | +1,953.3% | +996.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling