+29.4%
XHB vs STLA
-64.4%
+93.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -1.3% | +2.6% | -3.9% | -2.0% |
| 30D | -6.9% | -1.2% | -5.6% | -6.7% |
| 3M | -1.3% | -24.8% | +23.5% | +6.2% |
| 6M | -6.8% | -25.6% | +18.8% | +0.2% |
| YTD | +0.7% | -48.9% | +49.7% | +18.5% |
| 1Y | -11.2% | -38.8% | +27.5% | -2.7% |
| All | +29.4% | -64.4% | +93.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling