+6,970.3%
STX vs XHB
+173.9%
+6,796.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +5.8% |
| 7D | +2.4% | -1.3% | +3.6% | +3.1% |
| 30D | +1.4% | -6.9% | +8.3% | +5.3% |
| 3M | -8.2% | -1.3% | -7.0% | -8.8% |
| 6M | +127.0% | -6.8% | +133.8% | +132.9% |
| YTD | +209.1% | +0.7% | +208.4% | +201.9% |
| 1Y | +365.4% | -11.2% | +376.7% | +386.7% |
| 3Y | +1,135.4% | +25.3% | +1,110.1% | +931.9% |
| 5Y | +991.5% | +37.3% | +954.2% | +755.6% |
| 10Y | +3,695.8% | +211.5% | +3,484.3% | +1,689.1% |
| All | +6,970.3% | +173.9% | +6,796.4% | +2,437.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling