+696.8%
XHB vs STLA
+189.2%
+507.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.3% | -6.4% | +7.7% | +3.0% |
| 30D | +11.8% | -1.3% | +13.1% | +11.9% |
| 3M | -3.8% | -19.9% | +16.1% | +0.9% |
| 6M | +4.1% | -42.9% | +47.0% | +18.1% |
| YTD | +4.0% | -59.4% | +63.4% | +26.3% |
| 1Y | +1.6% | -56.8% | +58.4% | +21.3% |
| 3Y | +43.2% | -73.1% | +116.2% | +86.2% |
| 5Y | +35.8% | -70.1% | +105.9% | +69.3% |
| 10Y | +259.3% | +19.8% | +239.5% | +243.7% |
| All | +696.8% | +189.2% | +507.6% | +629.4% |
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 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