+97.4%
STM vs XRT
-1.4%
+98.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +1.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.4% |
| 30D | -7.4% | -5.6% | -1.7% | -2.3% |
| 3M | -30.6% | +2.5% | -33.2% | -33.3% |
| 6M | +66.4% | +3.7% | +62.7% | +56.7% |
| YTD | +101.1% | +1.0% | +100.2% | +93.6% |
| 1Y | +97.4% | -1.2% | +98.6% | +94.5% |
| All | +97.4% | -1.4% | +98.7% | +94.5% |
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