+1,054.1%
STRL vs XME
+179.0%
+875.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | -19.8% | -0.2% | -19.7% | -19.1% |
| 30D | -43.6% | -9.2% | -34.4% | -39.5% |
| 3M | -45.2% | -17.8% | -27.5% | -37.6% |
| 6M | -65.7% | -20.0% | -45.7% | -60.0% |
| YTD | -5.4% | -6.6% | +1.1% | +1.8% |
| 1Y | -24.7% | +1.8% | -26.4% | -22.5% |
| 3Y | +335.0% | +98.7% | +236.3% | +211.2% |
| 5Y | +915.3% | +123.9% | +791.4% | +559.4% |
| 10Y | +3,877.5% | +277.9% | +3,599.6% | +1,775.5% |
| All | +1,054.1% | +179.0% | +875.1% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling