+664.5%
STM vs XHB
+202.9%
+461.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.5% |
| 7D | +1.7% | -1.9% | +3.6% | +3.3% |
| 30D | -5.2% | -8.3% | +3.2% | +1.9% |
| 3M | -29.6% | -7.1% | -22.5% | -25.4% |
| 6M | +54.4% | -5.3% | +59.6% | +60.8% |
| YTD | +99.5% | -3.2% | +102.7% | +103.2% |
| 1Y | +100.8% | -13.9% | +114.6% | +125.1% |
| 3Y | +20.2% | +24.9% | -4.8% | -4.5% |
| 5Y | +21.1% | +34.5% | -13.4% | -11.0% |
| 10Y | +664.5% | +215.5% | +449.1% | +181.7% |
| All | +664.5% | +202.9% | +461.6% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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