+820.5%
XLB vs STT
+806.1%
+14.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -0.4% | +3.9% | -4.2% | -1.7% |
| 3M | +2.0% | +20.0% | -18.0% | -4.3% |
| 6M | +1.8% | +55.3% | -53.5% | -12.5% |
| YTD | +16.6% | +53.3% | -36.8% | +0.4% |
| 1Y | +16.9% | +74.7% | -57.8% | -3.8% |
| 3Y | +32.6% | +205.8% | -173.3% | -10.3% |
| 5Y | +35.6% | +145.0% | -109.4% | -3.7% |
| 10Y | +160.0% | +266.0% | -106.0% | +55.0% |
| All | +820.5% | +806.1% | +14.5% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling