+8,239.4%
STX vs XRT
+514.3%
+7,725.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +5.6% |
| 7D | +2.4% | +0.8% | +1.5% | +1.8% |
| 30D | +1.4% | -4.2% | +5.6% | +4.1% |
| 3M | -8.2% | +5.1% | -13.3% | -13.2% |
| 6M | +127.0% | +2.4% | +124.6% | +118.6% |
| YTD | +209.1% | +3.2% | +206.0% | +196.1% |
| 1Y | +365.4% | +1.5% | +363.9% | +349.6% |
| 3Y | +1,135.4% | +40.6% | +1,094.8% | +825.6% |
| 5Y | +991.5% | -1.0% | +992.5% | +929.0% |
| 10Y | +3,695.8% | +128.4% | +3,567.4% | +1,635.0% |
| All | +8,239.4% | +514.3% | +7,725.1% | +1,369.3% |
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