+363.1%
STT vs XME
+170.7%
+192.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.8% |
| 7D | +4.8% | +0.3% | +4.5% | +4.5% |
| 30D | +3.9% | -6.1% | +10.1% | +7.5% |
| 3M | -8.2% | -18.6% | +10.5% | +2.5% |
| 6M | +15.6% | -23.9% | +39.5% | +32.3% |
| YTD | +37.6% | -9.3% | +47.0% | +40.0% |
| 1Y | +50.1% | +1.8% | +48.4% | +42.2% |
| 3Y | +183.1% | +93.0% | +90.1% | +77.1% |
| 5Y | +104.8% | +107.0% | -2.2% | +18.4% |
| 10Y | +201.9% | +266.9% | -65.1% | +16.5% |
| All | +363.1% | +170.7% | +192.4% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling