+157.5%
STT vs XME
+179.6%
-22.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | +2.2% | +3.6% | -1.4% | +0.5% |
| 30D | +3.9% | +3.6% | +0.3% | +1.9% |
| 3M | +19.2% | +1.2% | +18.0% | +17.6% |
| 6M | +60.4% | +9.0% | +51.3% | +51.3% |
| YTD | +51.5% | +15.9% | +35.5% | +37.4% |
| 1Y | +76.3% | +43.2% | +33.1% | +42.2% |
| 3Y | +200.7% | +137.4% | +63.4% | +81.0% |
| 5Y | +157.5% | +185.0% | -27.6% | +33.3% |
| All | +157.5% | +179.6% | -22.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling