+174.3%
XLE vs STM
+682.1%
-507.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.3% |
| 7D | +2.2% | +5.8% | -3.6% | +1.0% |
| 30D | +11.8% | -1.0% | +12.8% | +11.7% |
| 3M | +9.8% | -33.3% | +43.1% | +17.5% |
| 6M | +15.6% | +57.4% | -41.8% | -0.8% |
| YTD | +45.3% | +102.2% | -56.9% | +16.3% |
| 1Y | +48.3% | +99.6% | -51.3% | +18.1% |
| 3Y | +55.4% | +14.5% | +40.9% | +36.1% |
| 5Y | +216.1% | +21.4% | +194.7% | +158.7% |
| All | +174.3% | +682.1% | -507.8% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling