+167.7%
XLB vs STT
+211.9%
-44.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.5% |
| 7D | -1.4% | +0.9% | -2.3% | -1.8% |
| 30D | +7.1% | -2.3% | +9.4% | +8.1% |
| 3M | +0.6% | -7.0% | +7.6% | +3.5% |
| 6M | +3.5% | +15.5% | -12.0% | -3.3% |
| YTD | +18.2% | +35.6% | -17.4% | +2.6% |
| 1Y | +25.6% | +47.9% | -22.3% | +4.9% |
| 3Y | +46.7% | +181.1% | -134.4% | -8.5% |
| 5Y | +30.9% | +108.2% | -77.3% | -10.7% |
| 10Y | +167.7% | +201.0% | -33.3% | +45.8% |
| All | +167.7% | +211.9% | -44.1% | +45.8% |
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