+397.0%
STT vs XHB
+173.9%
+223.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | +0.5% | -1.3% | +1.8% | +1.5% |
| 30D | +3.9% | -6.9% | +10.7% | +9.2% |
| 3M | +20.0% | -1.3% | +21.2% | +19.5% |
| 6M | +55.3% | -6.8% | +62.1% | +60.4% |
| YTD | +53.3% | +0.7% | +52.6% | +48.5% |
| 1Y | +74.7% | -11.2% | +85.9% | +85.0% |
| 3Y | +205.8% | +25.3% | +180.5% | +137.9% |
| 5Y | +145.0% | +37.3% | +107.7% | +73.9% |
| 10Y | +266.0% | +211.5% | +54.5% | +30.3% |
| All | +397.0% | +173.9% | +223.1% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling