+167.2%
XLE vs STM
+398.5%
-231.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.9% |
| 7D | -12.0% | -10.7% | -1.3% | -10.1% |
| 30D | -2.7% | -25.7% | +23.0% | +2.8% |
| 3M | +6.6% | -21.6% | +28.1% | +10.8% |
| 6M | +9.5% | -27.8% | +37.3% | +12.6% |
| YTD | +40.6% | +61.8% | -21.2% | +16.7% |
| 1Y | +43.6% | +78.1% | -34.5% | +16.1% |
| 3Y | +58.1% | +4.9% | +53.2% | +38.4% |
| 5Y | +152.2% | -14.3% | +166.4% | +124.0% |
| All | +167.2% | +398.5% | -231.3% | +45.9% |
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