+673.8%
STX vs XRT
+58.7%
+615.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +14.6% | +1.7% | +12.9% | +13.8% |
| 30D | -26.0% | +7.5% | -33.5% | -28.7% |
| 3M | -42.6% | +2.2% | -44.8% | -43.5% |
| 6M | -35.3% | +14.7% | -49.9% | -41.9% |
| YTD | +92.5% | +7.5% | +85.0% | +80.3% |
| 1Y | +102.4% | +14.1% | +88.3% | +82.1% |
| 3Y | +673.8% | +58.8% | +615.1% | +496.8% |
| All | +673.8% | +58.7% | +615.2% | +496.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling