+106.7%
XBI vs STRL
+535.2%
-428.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.5% |
| 7D | -0.9% | +10.1% | -11.0% | -2.0% |
| 30D | +2.9% | -8.2% | +11.1% | +3.7% |
| 3M | +26.2% | -43.7% | +69.9% | +33.7% |
| 6M | +30.7% | +27.1% | +3.6% | +21.6% |
| YTD | +32.9% | +64.0% | -31.1% | +18.6% |
| 1Y | +72.3% | +75.2% | -2.9% | +50.3% |
| All | +106.7% | +535.2% | -428.5% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling