+4,430.3%
STX vs XRT
+529.0%
+3,901.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | 0.0% |
| 7D | -28.5% | +0.9% | -29.4% | -29.2% |
| 30D | -42.9% | +7.9% | -50.9% | -46.5% |
| 3M | -45.9% | -0.2% | -45.7% | -46.6% |
| 6M | -41.3% | +5.6% | -46.9% | -45.3% |
| YTD | +67.9% | +5.7% | +62.3% | +56.5% |
| 1Y | +66.5% | +14.6% | +51.9% | +46.2% |
| 3Y | +588.0% | +50.7% | +537.3% | +385.7% |
| 5Y | +449.1% | -4.8% | +453.9% | +429.2% |
| 10Y | +1,982.8% | +152.6% | +1,830.2% | +769.0% |
| All | +4,430.3% | +529.0% | +3,901.2% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling