+20.8%
XBI vs STRL
+2,102.6%
-2,081.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.6% | +8.2% | -11.8% | -4.9% |
| 30D | +0.9% | -6.3% | +7.2% | +1.7% |
| 3M | +21.4% | -41.2% | +62.6% | +30.4% |
| 6M | +25.5% | +20.4% | +5.1% | +14.5% |
| YTD | +30.8% | +61.7% | -30.8% | +11.7% |
| 1Y | +68.6% | +72.7% | -4.1% | +39.5% |
| 3Y | +103.9% | +530.9% | -427.0% | +11.6% |
| 5Y | +20.8% | +2,125.4% | -2,104.6% | -61.0% |
| All | +20.8% | +2,102.6% | -2,081.9% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling