+673.8%
STX vs XLI
+72.0%
+601.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +14.6% | +3.8% | +10.8% | +9.3% |
| 30D | -26.0% | +1.0% | -27.0% | -26.0% |
| 3M | -42.6% | -8.9% | -33.7% | -34.2% |
| 6M | -35.3% | -2.3% | -33.0% | -32.0% |
| YTD | +92.5% | +9.7% | +82.8% | +74.2% |
| 1Y | +102.4% | +12.3% | +90.1% | +78.2% |
| 3Y | +673.8% | +71.5% | +602.4% | +330.1% |
| All | +673.8% | +72.0% | +601.8% | +330.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling