+365.0%
STT vs XME
+180.8%
+184.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +0.4% | +1.5% | -1.1% | -0.5% |
| 30D | -0.4% | -7.3% | +6.8% | +3.7% |
| 3M | -6.5% | -17.4% | +10.9% | +3.5% |
| 6M | +17.2% | -21.8% | +39.0% | +32.1% |
| YTD | +38.2% | -6.0% | +44.2% | +37.7% |
| 1Y | +49.3% | +3.8% | +45.5% | +39.9% |
| 3Y | +181.9% | +100.0% | +81.9% | +72.8% |
| 5Y | +106.9% | +116.1% | -9.1% | +16.7% |
| 10Y | +203.1% | +280.6% | -77.5% | +14.6% |
| All | +365.0% | +180.8% | +184.2% | +59.8% |
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