+49.9%
XLE vs STM
+92.4%
-42.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.1% | +1.3% | -5.0% |
| 7D | -7.2% | -6.0% | -1.2% | -7.4% |
| 30D | +0.1% | -20.9% | +21.1% | -0.6% |
| 3M | +9.2% | -15.8% | +24.9% | +8.6% |
| 6M | +8.4% | -17.0% | +25.4% | +8.1% |
| YTD | +44.9% | +76.8% | -31.9% | +43.8% |
| 1Y | +49.9% | +96.5% | -46.6% | +47.2% |
| All | +49.9% | +92.4% | -42.5% | +47.2% |
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