+16.6%
STT vs XHB
+0.7%
+16.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | +5.1% | -2.4% | +7.6% | +5.7% |
| 30D | -0.2% | +7.1% | -7.3% | -1.3% |
| 3M | -8.1% | -6.0% | -2.2% | -7.2% |
| 6M | +16.6% | +2.1% | +14.6% | +13.4% |
| All | +16.6% | +0.7% | +16.0% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling