+383.3%
STM vs XHB
+173.9%
+209.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +5.8% | -1.3% | +7.1% | +6.7% |
| 30D | -1.0% | -6.9% | +5.9% | +4.0% |
| 3M | -33.3% | -1.3% | -32.0% | -32.9% |
| 6M | +57.4% | -6.8% | +64.2% | +65.2% |
| YTD | +102.2% | +0.7% | +101.5% | +100.5% |
| 1Y | +99.6% | -11.2% | +110.8% | +115.6% |
| 3Y | +14.5% | +25.3% | -10.8% | -3.3% |
| 5Y | +21.4% | +37.3% | -15.9% | -3.8% |
| 10Y | +695.0% | +211.5% | +483.4% | +269.6% |
| All | +383.3% | +173.9% | +209.4% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling