+150.3%
XME vs STLA
+178.7%
-28.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.1% |
| 7D | -0.2% | -4.9% | +4.7% | +1.1% |
| 30D | -9.2% | -4.9% | -4.3% | -8.3% |
| 3M | -17.8% | -23.7% | +5.9% | -12.5% |
| 6M | -20.0% | -45.0% | +24.9% | -7.7% |
| YTD | -6.6% | -60.9% | +54.3% | +15.5% |
| 1Y | +1.8% | -58.9% | +60.6% | +23.7% |
| 3Y | +98.7% | -74.4% | +173.2% | +164.5% |
| 5Y | +123.9% | -71.5% | +195.4% | +183.3% |
| 10Y | +277.9% | +5.3% | +272.6% | +261.8% |
| All | +150.3% | +178.7% | -28.5% | +136.6% |
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