+3,621.5%
STX vs XLB
+158.8%
+3,462.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.1% |
| 7D | +9.6% | -2.9% | +12.5% | +12.4% |
| 30D | +10.6% | -3.4% | +14.0% | +13.7% |
| 3M | +4.8% | +1.6% | +3.2% | +2.0% |
| 6M | +137.3% | +3.6% | +133.6% | +127.1% |
| YTD | +222.5% | +14.2% | +208.2% | +183.1% |
| 1Y | +366.2% | +15.6% | +350.6% | +303.1% |
| 3Y | +1,352.9% | +33.1% | +1,319.8% | +1,005.2% |
| 5Y | +1,077.4% | +35.0% | +1,042.4% | +791.5% |
| 10Y | +3,621.5% | +164.5% | +3,457.0% | +1,393.4% |
| All | +3,621.5% | +158.8% | +3,462.7% | +1,393.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling