-4.6%
STM vs XLB
+28.0%
-32.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | +12.0% | +0.5% | +11.5% | +11.3% |
| 30D | -0.4% | +5.2% | -5.5% | -6.9% |
| 3M | -13.2% | +0.3% | -13.5% | -13.8% |
| 6M | -26.1% | +1.2% | -27.2% | -27.5% |
| YTD | +81.2% | +16.6% | +64.5% | +48.1% |
| 1Y | +98.3% | +21.4% | +76.9% | +53.5% |
| 3Y | +16.7% | +43.2% | -26.5% | -26.0% |
| All | -4.6% | +28.0% | -32.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling