+195.6%
STT vs XHB
+24.0%
+171.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +1.0% | -1.9% | +2.9% | +1.8% |
| 30D | +2.8% | -8.3% | +11.1% | +6.7% |
| 3M | +18.1% | -7.1% | +25.3% | +21.2% |
| 6M | +59.2% | -5.3% | +64.5% | +61.3% |
| YTD | +51.5% | -3.2% | +54.7% | +51.3% |
| 1Y | +75.7% | -13.9% | +89.5% | +85.5% |
| All | +195.6% | +24.0% | +171.6% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling