+874.1%
XBI vs STRL
+1,480.7%
-606.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | +1.9% | +23.4% | -21.5% | -1.9% |
| 30D | +3.0% | -39.5% | +42.5% | +11.1% |
| 3M | -5.1% | -45.1% | +39.9% | +3.4% |
| 6M | +12.2% | -64.6% | +76.8% | +29.8% |
| YTD | +24.1% | -1.5% | +25.6% | +15.0% |
| 1Y | +33.1% | -20.8% | +53.9% | +27.7% |
| 3Y | +127.3% | +353.1% | -225.9% | +48.0% |
| 5Y | +20.2% | +942.9% | -922.6% | -35.0% |
| 10Y | +131.6% | +3,847.6% | -3,716.1% | -9.8% |
| All | +874.1% | +1,480.7% | -606.6% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling