+3,476.8%
STX vs XLI
+256.6%
+3,220.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -1.9% |
| 7D | +8.0% | -2.3% | +10.3% | +10.6% |
| 30D | +5.1% | -8.2% | +13.3% | +14.8% |
| 3M | +5.8% | +0.8% | +5.0% | +5.6% |
| 6M | +124.9% | +0.8% | +124.1% | +125.5% |
| YTD | +213.9% | +10.5% | +203.4% | +188.0% |
| 1Y | +350.4% | +14.1% | +336.3% | +302.1% |
| 3Y | +1,314.2% | +68.6% | +1,245.6% | +783.2% |
| 5Y | +1,092.8% | +80.4% | +1,012.4% | +606.3% |
| All | +3,476.8% | +256.6% | +3,220.2% | +910.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling