+1,144.9%
STX vs XHB
+37.2%
+1,107.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +7.8% |
| 7D | +10.7% | +0.2% | +10.6% | +10.5% |
| 30D | +11.3% | -9.1% | +20.3% | +17.0% |
| 3M | +3.2% | -2.3% | +5.5% | +2.8% |
| 6M | +157.0% | -4.1% | +161.1% | +158.1% |
| YTD | +229.2% | -1.7% | +230.9% | +224.0% |
| 1Y | +381.8% | -15.1% | +397.0% | +417.2% |
| 3Y | +1,383.2% | +26.8% | +1,356.3% | +1,073.1% |
| 5Y | +1,144.9% | +37.3% | +1,107.5% | +784.0% |
| All | +1,144.9% | +37.2% | +1,107.7% | +784.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling