+673.8%
STX vs XHB
+35.8%
+638.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +14.6% | -0.2% | +14.8% | +14.8% |
| 30D | -26.0% | +9.9% | -35.9% | -28.9% |
| 3M | -42.6% | -6.3% | -36.3% | -41.2% |
| 6M | -35.3% | +3.8% | -39.1% | -37.5% |
| YTD | +92.5% | +0.1% | +92.3% | +87.6% |
| 1Y | +102.4% | -0.8% | +103.2% | +98.1% |
| 3Y | +673.8% | +35.6% | +638.2% | +539.8% |
| All | +673.8% | +35.8% | +638.0% | +539.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling