+1,335.2%
STX vs XLB
+35.9%
+1,299.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.6% |
| 7D | +2.4% | -1.4% | +3.7% | +3.5% |
| 30D | +1.4% | -0.4% | +1.8% | +1.4% |
| 3M | -8.2% | +2.0% | -10.2% | -10.7% |
| 6M | +127.0% | +1.8% | +125.2% | +121.5% |
| YTD | +209.1% | +16.6% | +192.6% | +166.9% |
| 1Y | +365.4% | +16.9% | +348.5% | +299.0% |
| All | +1,335.2% | +35.9% | +1,299.3% | +978.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling