+73.2%
STX vs XRT
+16.2%
+57.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +9.7% |
| 7D | -14.8% | +2.5% | -17.2% | -14.3% |
| 30D | -35.4% | +10.3% | -45.7% | -34.9% |
| 3M | -37.7% | +2.4% | -40.0% | -36.8% |
| 6M | -35.2% | +10.0% | -45.2% | -37.6% |
| YTD | +84.4% | +9.5% | +74.8% | +74.2% |
| All | +73.2% | +16.2% | +57.0% | +59.0% |
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