-11.2%
XHB vs STLA
-38.0%
+26.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | -6.9% | -1.2% | -5.6% | -6.8% |
| 3M | -1.3% | -24.8% | +23.5% | +3.7% |
| 6M | -6.8% | -25.6% | +18.8% | -2.3% |
| YTD | +0.7% | -48.9% | +49.7% | +10.7% |
| 1Y | -11.2% | -38.8% | +27.5% | -7.4% |
| All | -11.2% | -38.0% | +26.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling