+672.1%
XHB vs STLA
+263.8%
+408.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | -6.9% | -1.2% | -5.6% | -6.7% |
| 3M | -1.3% | -24.8% | +23.5% | +5.3% |
| 6M | -6.8% | -25.6% | +18.8% | -0.6% |
| YTD | +0.7% | -48.9% | +49.7% | +16.3% |
| 1Y | -11.2% | -38.8% | +27.5% | -2.8% |
| 3Y | +25.3% | -64.5% | +89.9% | +53.1% |
| 5Y | +37.3% | -62.4% | +99.8% | +62.5% |
| 10Y | +211.5% | +55.4% | +156.1% | +181.7% |
| All | +672.1% | +263.8% | +408.3% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling