+159.6%
XLB vs STT
+264.2%
-104.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.4% |
| 7D | -0.2% | +2.2% | -2.4% | -1.2% |
| 30D | -1.7% | +3.9% | -5.6% | -3.4% |
| 3M | +4.4% | +19.2% | -14.8% | -3.5% |
| 6M | +5.0% | +60.4% | -55.4% | -14.7% |
| YTD | +15.5% | +51.5% | -36.0% | -4.2% |
| 1Y | +14.9% | +76.3% | -61.4% | -10.9% |
| 3Y | +34.5% | +200.7% | -166.2% | -18.4% |
| 5Y | +36.5% | +157.5% | -120.9% | -15.0% |
| 10Y | +159.6% | +262.0% | -102.4% | +28.1% |
| All | +159.6% | +264.2% | -104.6% | +28.1% |
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