+149.9%
XLE vs STM
-15.6%
+165.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.5% |
| 7D | -12.0% | -10.7% | -1.3% | -11.0% |
| 30D | -2.7% | -25.7% | +23.0% | 0.0% |
| 3M | +6.6% | -21.6% | +28.1% | +8.7% |
| 6M | +9.5% | -27.8% | +37.3% | +10.8% |
| YTD | +40.6% | +61.8% | -21.2% | +25.3% |
| 1Y | +43.6% | +78.1% | -34.5% | +25.9% |
| 3Y | +58.1% | +4.9% | +53.2% | +43.3% |
| All | +149.9% | -15.6% | +165.5% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling