+661.5%
STM vs XRT
+129.4%
+532.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.1% |
| 30D | -1.0% | -4.2% | +3.2% | +2.1% |
| 3M | -33.3% | +5.1% | -38.3% | -35.9% |
| 6M | +57.4% | +2.4% | +54.9% | +54.4% |
| YTD | +102.2% | +3.2% | +99.0% | +97.3% |
| 1Y | +99.6% | +1.5% | +98.1% | +97.4% |
| 3Y | +14.5% | +40.6% | -26.0% | -10.8% |
| 5Y | +21.4% | -1.0% | +22.4% | +19.2% |
| All | +661.5% | +129.4% | +532.1% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling