+869.9%
XBI vs STRL
+1,432.4%
-562.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.1% |
| 7D | -1.1% | +15.7% | -16.7% | -3.7% |
| 30D | +2.6% | -35.5% | +38.0% | +9.5% |
| 3M | -4.0% | -47.1% | +43.1% | +5.4% |
| 6M | +10.9% | -65.8% | +76.7% | +29.1% |
| YTD | +23.6% | -4.5% | +28.1% | +15.1% |
| 1Y | +35.1% | -10.5% | +45.6% | +26.9% |
| 3Y | +125.2% | +340.6% | -215.4% | +47.3% |
| 5Y | +19.7% | +911.0% | -891.3% | -34.9% |
| 10Y | +130.6% | +3,727.1% | -3,596.5% | -9.7% |
| All | +869.9% | +1,432.4% | -562.6% | +289.8% |
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