+96.5%
STM vs XLB
+29.8%
+66.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.5% | -8.5% | -8.9% |
| 7D | -6.0% | +3.9% | -10.0% | -10.6% |
| 30D | -20.9% | +8.9% | -29.8% | -29.1% |
| 3M | -15.8% | +4.1% | -19.9% | -20.3% |
| 6M | -17.0% | +7.3% | -24.4% | -24.7% |
| YTD | +76.8% | +20.4% | +56.4% | +40.3% |
| 1Y | +96.5% | +29.5% | +66.9% | +42.3% |
| All | +96.5% | +29.8% | +66.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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