+157.5%
STT vs XHB
+37.2%
+120.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +3.9% | -9.1% | +13.0% | +9.5% |
| 3M | +19.2% | -2.3% | +21.5% | +19.5% |
| 6M | +60.4% | -4.1% | +64.5% | +61.9% |
| YTD | +51.5% | -1.7% | +53.2% | +49.9% |
| 1Y | +76.3% | -15.1% | +91.4% | +90.3% |
| 3Y | +200.7% | +26.8% | +173.9% | +138.9% |
| 5Y | +157.5% | +37.3% | +120.1% | +84.9% |
| All | +157.5% | +37.2% | +120.3% | +84.9% |
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