+240.9%
XHB vs STLA
+0.5%
+240.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +1.1% |
| 7D | -4.1% | -11.6% | +7.5% | +0.1% |
| 30D | +9.6% | -6.2% | +15.8% | +11.6% |
| 3M | -6.0% | -24.6% | +18.6% | +2.6% |
| 6M | +2.2% | -44.9% | +47.1% | +23.7% |
| YTD | +1.1% | -62.3% | +63.4% | +36.8% |
| 1Y | -1.7% | -61.8% | +60.1% | +31.9% |
| 3Y | +36.5% | -75.3% | +111.8% | +105.1% |
| 5Y | +33.5% | -72.5% | +106.0% | +85.9% |
| 10Y | +240.9% | +0.8% | +240.2% | +229.8% |
| All | +240.9% | +0.5% | +240.4% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling