+2,071.0%
STX vs XRT
+163.3%
+1,907.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +7.6% |
| 7D | -14.8% | +2.5% | -17.2% | -16.0% |
| 30D | -35.4% | +10.3% | -45.7% | -39.4% |
| 3M | -37.7% | +2.4% | -40.0% | -39.2% |
| 6M | -35.2% | +10.0% | -45.2% | -40.5% |
| YTD | +84.4% | +9.5% | +74.8% | +70.1% |
| 1Y | +82.3% | +17.2% | +65.1% | +61.1% |
| 3Y | +646.2% | +62.0% | +584.2% | +430.3% |
| 5Y | +487.4% | -2.1% | +489.5% | +459.5% |
| 10Y | +2,071.0% | +152.6% | +1,918.5% | +1,003.7% |
| All | +2,071.0% | +163.3% | +1,907.7% | +1,003.7% |
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 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