+463.1%
STM vs XRT
+145.8%
+317.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -1.4% | +2.9% | +2.8% |
| 30D | -8.4% | +9.8% | -18.1% | -15.3% |
| 3M | -15.8% | +3.3% | -19.1% | -18.8% |
| 6M | -22.8% | +13.6% | -36.4% | -30.8% |
| YTD | +79.4% | +9.1% | +70.3% | +66.3% |
| 1Y | +97.0% | +15.1% | +81.9% | +75.2% |
| 3Y | +14.2% | +59.9% | -45.7% | -20.1% |
| 5Y | -4.5% | -1.7% | -2.7% | -6.7% |
| 10Y | +463.1% | +141.1% | +321.9% | +140.7% |
| All | +463.1% | +145.8% | +317.2% | +140.7% |
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