+346.7%
STT vs XHB
+170.3%
+176.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +1.0% |
| 7D | +5.1% | -2.4% | +7.6% | +7.0% |
| 30D | -0.2% | +7.1% | -7.3% | -5.7% |
| 3M | -8.1% | -6.0% | -2.2% | -4.7% |
| 6M | +16.6% | +2.1% | +14.6% | +12.3% |
| YTD | +37.8% | -0.6% | +38.4% | +33.8% |
| 1Y | +46.8% | -3.3% | +50.1% | +45.1% |
| 3Y | +181.2% | +34.1% | +147.1% | +106.7% |
| 5Y | +105.1% | +28.6% | +76.5% | +52.2% |
| 10Y | +202.3% | +235.0% | -32.7% | +1.0% |
| All | +346.7% | +170.3% | +176.4% | +12.1% |
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