+528.0%
XRT vs STT
+336.8%
+191.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | +7.9% | -5.0% | +12.9% | +9.8% |
| 3M | -0.2% | -10.5% | +10.3% | +3.6% |
| 6M | +5.6% | +10.0% | -4.4% | +1.5% |
| YTD | +5.7% | +30.7% | -25.0% | -4.8% |
| 1Y | +14.6% | +43.8% | -29.2% | -0.2% |
| 3Y | +50.7% | +168.1% | -117.4% | +4.8% |
| 5Y | -4.8% | +101.4% | -106.2% | -28.2% |
| 10Y | +152.6% | +211.3% | -58.7% | +57.5% |
| All | +528.0% | +336.8% | +191.2% | +162.0% |
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