+105.8%
STT vs XHB
+32.7%
+73.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.9% |
| 7D | +1.1% | +1.2% | 0.0% | +0.4% |
| 30D | -1.9% | +8.9% | -10.8% | -6.7% |
| 3M | -7.6% | -4.2% | -3.4% | -5.8% |
| 6M | +16.0% | +1.4% | +14.6% | +13.3% |
| YTD | +36.2% | +1.2% | +35.0% | +32.0% |
| 1Y | +46.8% | -1.3% | +48.1% | +44.2% |
| 3Y | +177.8% | +36.6% | +141.2% | +109.7% |
| 5Y | +105.8% | +34.3% | +71.6% | +44.7% |
| All | +105.8% | +32.7% | +73.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling