+436.9%
XME vs STLA
+46.8%
+390.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | 0.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +1.4% | -5.2% | +6.6% | +3.0% |
| 3M | +2.7% | -24.9% | +27.6% | +12.8% |
| 6M | +6.5% | -25.2% | +31.7% | +16.6% |
| YTD | +15.2% | -51.4% | +66.6% | +43.5% |
| 1Y | +43.5% | -40.7% | +84.2% | +63.1% |
| 3Y | +135.9% | -66.3% | +202.1% | +216.9% |
| 5Y | +181.5% | -63.2% | +244.7% | +251.5% |
| 10Y | +436.9% | +48.7% | +388.1% | +343.0% |
| All | +436.9% | +46.8% | +390.1% | +343.0% |
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