+365.4%
STX vs XLI
+18.3%
+347.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +5.7% |
| 7D | +2.4% | -1.1% | +3.4% | +4.0% |
| 30D | +1.4% | -5.9% | +7.3% | +11.6% |
| 3M | -8.2% | -0.3% | -8.0% | -6.9% |
| 6M | +127.0% | +0.1% | +126.9% | +127.0% |
| YTD | +209.1% | +13.6% | +195.6% | +146.6% |
| 1Y | +365.4% | +17.2% | +348.2% | +264.9% |
| All | +365.4% | +18.3% | +347.1% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling