+48.3%
XLE vs STM
+107.3%
-59.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.8% |
| 7D | +2.2% | +5.8% | -3.6% | +2.4% |
| 30D | +11.8% | -1.0% | +12.8% | +11.7% |
| 3M | +9.8% | -33.3% | +43.1% | +9.1% |
| 6M | +15.6% | +57.4% | -41.8% | +15.8% |
| YTD | +45.3% | +102.2% | -56.9% | +44.4% |
| 1Y | +48.3% | +99.6% | -51.3% | +47.0% |
| All | +48.3% | +107.3% | -59.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling