+150.7%
XBI vs STRL
+6,846.4%
-6,695.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -4.6% | +5.4% | -10.0% | -5.5% |
| 30D | -0.8% | -9.0% | +8.2% | +0.6% |
| 3M | +21.8% | -37.1% | +58.9% | +30.0% |
| 6M | +23.2% | +17.8% | +5.4% | +12.7% |
| YTD | +28.7% | +58.3% | -29.6% | +10.4% |
| 1Y | +67.8% | +61.0% | +6.8% | +41.4% |
| 3Y | +100.6% | +517.8% | -417.2% | +18.7% |
| 5Y | +19.8% | +2,119.0% | -2,099.2% | -48.1% |
| All | +150.7% | +6,846.4% | -6,695.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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