+575.1%
STM vs XLB
+822.6%
-247.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +5.8% | -1.4% | +7.2% | +7.2% |
| 30D | -1.0% | -0.4% | -0.6% | -0.7% |
| 3M | -33.3% | +2.0% | -35.2% | -34.7% |
| 6M | +57.4% | +1.8% | +55.5% | +55.3% |
| YTD | +102.2% | +16.6% | +85.6% | +75.2% |
| 1Y | +99.6% | +16.9% | +82.7% | +72.2% |
| 3Y | +14.5% | +32.6% | -18.0% | -10.4% |
| 5Y | +21.4% | +35.6% | -14.3% | -4.9% |
| 10Y | +695.0% | +160.0% | +534.9% | +255.3% |
| All | +575.1% | +822.6% | -247.5% | +2.4% |
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 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