+261.4%
STT vs XHB
+217.9%
+43.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.0% |
| 7D | +1.0% | -1.9% | +2.9% | +2.2% |
| 30D | +2.8% | -8.3% | +11.1% | +8.6% |
| 3M | +18.1% | -7.1% | +25.3% | +22.6% |
| 6M | +59.2% | -5.3% | +64.5% | +62.1% |
| YTD | +51.5% | -3.2% | +54.7% | +51.1% |
| 1Y | +75.7% | -13.9% | +89.5% | +89.1% |
| 3Y | +200.8% | +24.9% | +175.9% | +138.2% |
| 5Y | +155.8% | +34.5% | +121.3% | +87.6% |
| All | +261.4% | +217.9% | +43.6% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling