+15.7%
STM vs XRT
+41.8%
-26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.9% |
| 7D | +5.8% | +0.8% | +5.0% | +5.0% |
| 30D | -1.0% | -4.2% | +3.2% | +2.9% |
| 3M | -33.3% | +5.1% | -38.3% | -36.8% |
| 6M | +57.4% | +2.4% | +54.9% | +52.8% |
| YTD | +102.2% | +3.2% | +99.0% | +94.7% |
| 1Y | +99.6% | +1.5% | +98.1% | +95.3% |
| All | +15.7% | +41.8% | -26.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling