+163.9%
XLE vs STM
+433.9%
-270.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -0.9% |
| 7D | -7.9% | -5.6% | -2.3% | -7.0% |
| 30D | -4.8% | -14.4% | +9.6% | -2.3% |
| 3M | +8.4% | -20.5% | +28.8% | +12.4% |
| 6M | +12.7% | -24.5% | +37.2% | +14.8% |
| YTD | +41.3% | +72.7% | -31.4% | +15.7% |
| 1Y | +42.3% | +91.0% | -48.7% | +13.4% |
| 3Y | +65.1% | +13.5% | +51.6% | +42.0% |
| 5Y | +150.2% | -9.2% | +159.4% | +119.7% |
| 10Y | +163.9% | +422.5% | -258.6% | +42.3% |
| All | +163.9% | +433.9% | -270.0% | +42.3% |
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