+588.0%
STX vs XRT
+49.6%
+538.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -28.5% | +0.9% | -29.4% | -28.8% |
| 30D | -42.9% | +7.9% | -50.9% | -45.3% |
| 3M | -45.9% | -0.2% | -45.7% | -46.2% |
| 6M | -41.3% | +5.6% | -46.9% | -44.5% |
| YTD | +67.9% | +5.7% | +62.3% | +58.5% |
| 1Y | +66.5% | +14.6% | +51.9% | +49.0% |
| 3Y | +588.0% | +50.7% | +537.3% | +441.6% |
| All | +588.0% | +49.6% | +538.4% | +441.6% |
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