+123.8%
STX vs XRT
+18.0%
+105.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.5% | -13.7% | -7.4% |
| 7D | -20.2% | +8.0% | -28.2% | -19.5% |
| 30D | -37.2% | +13.0% | -50.2% | -36.9% |
| 3M | -34.1% | +1.7% | -35.7% | -32.7% |
| 6M | -24.5% | +12.6% | -37.0% | -28.1% |
| YTD | +102.9% | +10.7% | +92.3% | +92.6% |
| 1Y | +123.8% | +18.4% | +105.4% | +104.7% |
| All | +123.8% | +18.0% | +105.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling