+513.3%
XRT vs STT
+412.6%
+100.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -4.2% | +3.9% | -8.0% | -5.5% |
| 3M | +5.1% | +20.0% | -14.9% | -1.9% |
| 6M | +2.4% | +55.3% | -52.9% | -12.9% |
| YTD | +3.2% | +53.3% | -50.1% | -12.0% |
| 1Y | +1.5% | +74.7% | -73.2% | -17.5% |
| 3Y | +40.6% | +205.8% | -165.3% | -6.6% |
| 5Y | -1.0% | +145.0% | -146.0% | -30.3% |
| 10Y | +128.4% | +266.0% | -137.6% | +34.6% |
| All | +513.3% | +412.6% | +100.7% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling