+203.1%
STT vs XHB
+241.7%
-38.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.4% | -4.1% | +4.5% | +3.2% |
| 30D | -0.4% | +9.6% | -10.1% | -6.6% |
| 3M | -6.5% | -6.0% | -0.5% | -3.3% |
| 6M | +17.2% | +2.2% | +15.0% | +13.3% |
| YTD | +38.2% | +1.1% | +37.1% | +33.3% |
| 1Y | +49.3% | -1.7% | +51.0% | +46.5% |
| 3Y | +181.9% | +36.5% | +145.5% | +109.3% |
| 5Y | +106.9% | +33.5% | +73.5% | +52.6% |
| 10Y | +203.1% | +240.9% | -37.8% | +10.3% |
| All | +203.1% | +241.7% | -38.6% | +10.3% |
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