+266.4%
STT vs XME
+412.4%
-146.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +2.8% | +1.4% | +1.4% | +1.6% |
| 3M | +18.1% | +2.7% | +15.4% | +15.1% |
| 6M | +59.2% | +6.5% | +52.7% | +50.2% |
| YTD | +51.5% | +15.2% | +36.3% | +35.0% |
| 1Y | +75.7% | +43.5% | +32.2% | +35.6% |
| 3Y | +200.8% | +135.9% | +64.9% | +66.1% |
| 5Y | +155.8% | +181.5% | -25.7% | +20.0% |
| 10Y | +266.4% | +436.9% | -170.5% | +4.1% |
| All | +266.4% | +412.4% | -146.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling