+260.3%
STT vs XHB
+210.4%
+49.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.2% |
| 7D | -1.4% | -5.2% | +3.9% | +2.1% |
| 30D | +2.2% | -12.1% | +14.3% | +11.0% |
| 3M | +18.8% | -6.2% | +25.0% | +22.5% |
| 6M | +57.9% | -6.7% | +64.6% | +62.4% |
| YTD | +51.0% | -5.5% | +56.5% | +53.0% |
| 1Y | +77.1% | -15.6% | +92.8% | +93.3% |
| 3Y | +199.8% | +22.0% | +177.8% | +141.1% |
| 5Y | +156.0% | +31.8% | +124.1% | +90.2% |
| All | +260.3% | +210.4% | +49.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XHB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling