+16.1%
STM vs XLB
+44.2%
-28.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +2.2% |
| 7D | +16.3% | 0.0% | +16.3% | +16.3% |
| 30D | -6.3% | +5.3% | -11.5% | -12.9% |
| 3M | -14.1% | 0.0% | -14.1% | -14.4% |
| 6M | -19.6% | +1.2% | -20.8% | -21.3% |
| YTD | +80.1% | +16.9% | +63.2% | +44.1% |
| 1Y | +95.4% | +20.9% | +74.5% | +48.7% |
| All | +16.1% | +44.2% | -28.1% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling