+314.2%
STM vs XHB
+175.2%
+139.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +2.2% |
| 7D | -7.9% | +1.2% | -9.1% | -8.8% |
| 30D | -14.1% | +8.9% | -23.0% | -19.6% |
| 3M | -17.6% | -4.2% | -13.5% | -15.8% |
| 6M | -24.2% | +1.4% | -25.6% | -25.6% |
| YTD | +73.3% | +1.2% | +72.1% | +70.2% |
| 1Y | +90.1% | -1.3% | +91.4% | +89.8% |
| 3Y | +10.3% | +36.6% | -26.2% | -12.7% |
| 5Y | -5.7% | +34.3% | -40.0% | -24.6% |
| 10Y | +444.1% | +241.1% | +203.0% | +138.0% |
| All | +314.2% | +175.2% | +139.0% | +45.0% |
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