+16.7%
XRT vs STT
+46.6%
-29.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.7% |
| 7D | +2.5% | +0.9% | +1.5% | +2.2% |
| 30D | +10.3% | -2.3% | +12.7% | +10.9% |
| 3M | +2.4% | -7.5% | +9.8% | +4.3% |
| 6M | +10.0% | +14.9% | -4.9% | +3.2% |
| YTD | +9.5% | +34.9% | -25.3% | -4.6% |
| All | +16.7% | +46.6% | -29.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling