+15.7%
STM vs XLB
+32.8%
-17.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +5.8% | -1.4% | +7.2% | +7.8% |
| 30D | -1.0% | -0.4% | -0.6% | -0.7% |
| 3M | -33.3% | +2.0% | -35.2% | -35.4% |
| 6M | +57.4% | +1.8% | +55.5% | +53.3% |
| YTD | +102.2% | +16.6% | +85.6% | +63.2% |
| 1Y | +99.6% | +16.9% | +82.7% | +59.8% |
| All | +15.7% | +32.8% | -17.0% | -24.7% |
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 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