+392.6%
STM vs XRT
+149.4%
+243.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +5.7% |
| 7D | -10.7% | +0.9% | -11.6% | -11.7% |
| 30D | -25.7% | +7.9% | -33.7% | -30.6% |
| 3M | -21.6% | -0.2% | -21.4% | -22.4% |
| 6M | -27.8% | +5.6% | -33.4% | -31.6% |
| YTD | +61.8% | +5.7% | +56.1% | +53.5% |
| 1Y | +78.1% | +14.6% | +63.5% | +58.8% |
| 3Y | +4.9% | +50.7% | -45.8% | -23.2% |
| 5Y | -14.3% | -4.8% | -9.4% | -14.3% |
| All | +392.6% | +149.4% | +243.2% | +121.0% |
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