+461.8%
STM vs XLB
+164.1%
+297.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +2.0% |
| 7D | +16.3% | 0.0% | +16.3% | +16.3% |
| 30D | -6.3% | +5.3% | -11.5% | -12.1% |
| 3M | -14.1% | 0.0% | -14.1% | -14.3% |
| 6M | -19.6% | +1.2% | -20.8% | -21.0% |
| YTD | +80.1% | +16.9% | +63.2% | +49.3% |
| 1Y | +95.4% | +20.9% | +74.5% | +55.3% |
| 3Y | +14.7% | +43.3% | -28.6% | -24.3% |
| 5Y | -5.4% | +28.3% | -33.7% | -27.8% |
| All | +461.8% | +164.1% | +297.7% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling