-21.8%
XME vs STLA
-45.9%
+24.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.5% |
| 7D | +1.5% | -11.6% | +13.1% | +4.7% |
| 30D | -7.3% | -6.2% | -1.1% | -5.8% |
| 3M | -17.4% | -24.6% | +7.2% | -10.8% |
| 6M | -21.8% | -44.9% | +23.1% | -1.2% |
| All | -21.8% | -45.9% | +24.1% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling