+277.9%
XME vs STLA
+12.4%
+265.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.7% |
| 7D | -0.2% | -4.9% | +4.7% | +1.6% |
| 30D | -9.2% | -4.9% | -4.3% | -8.0% |
| 3M | -17.8% | -23.7% | +5.9% | -10.5% |
| 6M | -20.0% | -45.0% | +24.9% | -2.7% |
| YTD | -6.6% | -60.9% | +54.3% | +24.9% |
| 1Y | +1.8% | -58.9% | +60.6% | +32.8% |
| 3Y | +98.7% | -74.4% | +173.2% | +195.5% |
| 5Y | +123.9% | -71.5% | +195.4% | +205.5% |
| 10Y | +277.9% | +5.3% | +272.6% | +244.5% |
| All | +277.9% | +12.4% | +265.5% | +244.5% |
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 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