+152.6%
XRT vs STT
+210.2%
-57.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.2% |
| 7D | +2.5% | +0.9% | +1.5% | +2.1% |
| 30D | +10.3% | -2.3% | +12.7% | +11.5% |
| 3M | +2.4% | -7.5% | +9.8% | +5.9% |
| 6M | +10.0% | +14.9% | -4.9% | +2.1% |
| YTD | +9.5% | +34.9% | -25.3% | -6.3% |
| 1Y | +17.2% | +47.1% | -29.9% | -3.9% |
| 3Y | +62.0% | +179.6% | -117.6% | -3.0% |
| 5Y | -2.1% | +107.1% | -109.2% | -34.9% |
| 10Y | +152.6% | +199.4% | -46.9% | +30.7% |
| All | +152.6% | +210.2% | -57.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling