+3,621.5%
STX vs XHB
+202.9%
+3,418.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | +9.6% | -1.9% | +11.5% | +10.7% |
| 30D | +10.6% | -8.3% | +18.9% | +16.1% |
| 3M | +4.8% | -7.1% | +11.9% | +7.9% |
| 6M | +137.3% | -5.3% | +142.5% | +140.4% |
| YTD | +222.5% | -3.2% | +225.7% | +221.0% |
| 1Y | +366.2% | -13.9% | +380.1% | +396.5% |
| 3Y | +1,352.9% | +24.9% | +1,328.0% | +1,083.4% |
| 5Y | +1,077.4% | +34.5% | +1,042.9% | +796.2% |
| 10Y | +3,621.5% | +215.5% | +3,406.0% | +1,394.9% |
| All | +3,621.5% | +202.9% | +3,418.6% | +1,394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling