+207.1%
XME vs STLA
+263.8%
-56.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.8% |
| 30D | +6.0% | -1.2% | +7.2% | +6.2% |
| 3M | -7.7% | -24.8% | +17.0% | -1.1% |
| 6M | +1.0% | -25.6% | +26.5% | +8.2% |
| YTD | +14.6% | -48.9% | +63.6% | +33.0% |
| 1Y | +46.0% | -38.8% | +84.7% | +59.8% |
| 3Y | +127.0% | -64.5% | +191.6% | +178.7% |
| 5Y | +175.8% | -62.4% | +238.2% | +226.7% |
| 10Y | +414.6% | +55.4% | +359.2% | +353.8% |
| All | +207.1% | +263.8% | -56.7% | +172.6% |
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