+97.0%
STM vs XLB
+24.1%
+72.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | +1.4% | -1.6% | +3.1% | +3.9% |
| 30D | -8.4% | +7.2% | -15.6% | -16.1% |
| 3M | -15.8% | 0.0% | -15.9% | -15.7% |
| 6M | -22.8% | +2.3% | -25.1% | -25.0% |
| YTD | +79.4% | +18.4% | +60.9% | +44.9% |
| 1Y | +97.0% | +23.3% | +73.6% | +51.7% |
| All | +97.0% | +24.1% | +72.9% | +51.7% |
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