+1,972.8%
STX vs XLB
+163.6%
+1,809.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | +14.6% | +0.5% | +14.1% | +14.2% |
| 30D | -26.0% | +5.2% | -31.1% | -29.2% |
| 3M | -42.6% | +0.3% | -42.9% | -43.0% |
| 6M | -35.3% | +1.2% | -36.4% | -36.9% |
| YTD | +92.5% | +16.6% | +75.8% | +65.5% |
| 1Y | +102.4% | +21.4% | +81.0% | +67.8% |
| 3Y | +673.8% | +43.2% | +630.6% | +451.2% |
| 5Y | +463.1% | +28.0% | +435.0% | +344.5% |
| All | +1,972.8% | +163.6% | +1,809.3% | +767.8% |
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 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