+215.5%
XHB vs STLA
+46.8%
+168.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.9% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -8.3% | -5.2% | -3.1% | -6.8% |
| 3M | -7.1% | -24.9% | +17.7% | +1.7% |
| 6M | -5.3% | -25.2% | +19.9% | +3.5% |
| YTD | -3.2% | -51.4% | +48.2% | +20.6% |
| 1Y | -13.9% | -40.7% | +26.8% | -1.6% |
| 3Y | +24.9% | -66.3% | +91.2% | +68.4% |
| 5Y | +34.5% | -63.2% | +97.8% | +69.8% |
| 10Y | +215.5% | +48.7% | +166.7% | +163.5% |
| All | +215.5% | +46.8% | +168.7% | +163.5% |
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