+96.5%
STM vs XRT
+18.0%
+78.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.5% | -11.6% | -9.2% |
| 7D | -6.0% | +8.0% | -14.1% | -10.7% |
| 30D | -20.9% | +13.0% | -34.0% | -27.9% |
| 3M | -15.8% | +1.7% | -17.4% | -15.7% |
| 6M | -17.0% | +12.6% | -29.6% | -25.6% |
| YTD | +76.8% | +10.7% | +66.1% | +58.1% |
| 1Y | +96.5% | +18.4% | +78.1% | +65.6% |
| All | +96.5% | +18.0% | +78.5% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling