+661.9%
XHB vs STLA
+152.6%
+509.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -0.2% |
| 7D | -2.4% | -13.1% | +10.6% | +0.9% |
| 30D | +7.1% | -13.3% | +20.3% | +10.5% |
| 3M | -6.0% | -27.9% | +21.9% | +1.2% |
| 6M | +2.1% | -47.8% | +49.9% | +18.4% |
| YTD | -0.6% | -64.6% | +64.0% | +24.8% |
| 1Y | -3.3% | -64.0% | +60.7% | +20.8% |
| 3Y | +34.1% | -76.8% | +110.9% | +80.9% |
| 5Y | +28.6% | -74.2% | +102.8% | +66.0% |
| 10Y | +235.0% | -5.4% | +240.4% | +235.2% |
| All | +661.9% | +152.6% | +509.4% | +620.7% |
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