+169.1%
XLB vs STT
+204.5%
-35.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | +6.1% | -5.0% | +11.0% | +8.3% |
| 3M | 0.0% | -10.5% | +10.5% | +4.6% |
| 6M | 0.0% | +10.0% | -10.1% | -4.6% |
| YTD | +16.0% | +30.7% | -14.7% | +2.3% |
| 1Y | +24.7% | +43.8% | -19.0% | +5.5% |
| 3Y | +40.4% | +168.1% | -127.7% | -10.7% |
| 5Y | +30.7% | +101.4% | -70.7% | -9.6% |
| All | +169.1% | +204.5% | -35.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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