+440.1%
STM vs XLB
+818.2%
-378.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +5.1% |
| 7D | -10.7% | -1.5% | -9.2% | -9.4% |
| 30D | -25.7% | +6.1% | -31.8% | -30.1% |
| 3M | -21.6% | 0.0% | -21.6% | -21.7% |
| 6M | -27.8% | 0.0% | -27.8% | -27.8% |
| YTD | +61.8% | +16.0% | +45.7% | +40.7% |
| 1Y | +78.1% | +24.7% | +53.4% | +44.2% |
| 3Y | +4.9% | +40.4% | -35.5% | -22.4% |
| 5Y | -14.3% | +30.7% | -44.9% | -30.5% |
| 10Y | +414.1% | +173.3% | +240.8% | +119.6% |
| All | +440.1% | +818.2% | -378.1% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling