+4,442.0%
STX vs XHB
+170.3%
+4,271.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | +16.8% | -2.4% | +19.3% | +18.6% |
| 30D | -27.0% | +7.1% | -34.1% | -30.3% |
| 3M | -37.9% | -6.0% | -31.9% | -36.3% |
| 6M | -32.5% | +2.1% | -34.6% | -34.8% |
| YTD | +98.6% | -0.6% | +99.2% | +93.7% |
| 1Y | +93.6% | -3.3% | +96.9% | +91.7% |
| 3Y | +699.1% | +34.1% | +665.0% | +537.2% |
| 5Y | +481.0% | +28.6% | +452.4% | +368.4% |
| 10Y | +2,082.0% | +235.0% | +1,847.0% | +878.8% |
| All | +4,442.0% | +170.3% | +4,271.7% | +1,528.1% |
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