+2,038.9%
STX vs XRT
+135.4%
+1,903.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | +16.8% | -0.4% | +17.3% | +17.3% |
| 30D | -27.0% | +7.5% | -34.6% | -30.6% |
| 3M | -37.9% | +2.3% | -40.2% | -39.3% |
| 6M | -32.5% | +12.8% | -45.3% | -38.9% |
| YTD | +98.6% | +7.1% | +91.5% | +85.8% |
| 1Y | +93.6% | +12.3% | +81.3% | +75.8% |
| 3Y | +699.1% | +57.0% | +642.1% | +479.3% |
| 5Y | +481.0% | -4.3% | +485.3% | +460.9% |
| All | +2,038.9% | +135.4% | +1,903.6% | +1,037.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling