+58.1%
XLE vs STM
+4.7%
+53.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.3% |
| 7D | -12.0% | -10.7% | -1.3% | -11.4% |
| 30D | -2.7% | -25.7% | +23.0% | -1.0% |
| 3M | +6.6% | -21.6% | +28.1% | +7.9% |
| 6M | +9.5% | -27.8% | +37.3% | +10.0% |
| YTD | +40.6% | +61.8% | -21.2% | +27.3% |
| 1Y | +43.6% | +78.1% | -34.5% | +28.2% |
| 3Y | +58.1% | +4.9% | +53.2% | +35.2% |
| All | +58.1% | +4.7% | +53.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling