+1,077.4%
STX vs XLI
+80.3%
+997.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -0.2% |
| 7D | +9.6% | -0.6% | +10.1% | +10.3% |
| 30D | +10.6% | -6.9% | +17.5% | +21.2% |
| 3M | +4.8% | -1.9% | +6.7% | +8.1% |
| 6M | +137.3% | +1.0% | +136.2% | +136.6% |
| YTD | +222.5% | +11.3% | +211.2% | +186.5% |
| 1Y | +366.2% | +15.8% | +350.4% | +297.0% |
| 3Y | +1,352.9% | +69.8% | +1,283.1% | +705.6% |
| 5Y | +1,077.4% | +80.9% | +996.6% | +507.5% |
| All | +1,077.4% | +80.3% | +997.1% | +507.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling