+161.9%
XLE vs STM
-4.7%
+166.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.5% |
| 7D | -0.2% | +1.4% | -1.7% | -0.5% |
| 30D | -4.0% | -8.4% | +4.4% | -3.4% |
| 3M | +4.6% | -15.8% | +20.4% | +6.0% |
| 6M | +12.3% | -22.8% | +35.1% | +13.0% |
| YTD | +44.5% | +79.4% | -34.8% | +27.5% |
| 1Y | +42.4% | +97.0% | -54.6% | +23.7% |
| 3Y | +67.0% | +14.2% | +52.8% | +50.4% |
| 5Y | +161.9% | -4.5% | +166.4% | +129.8% |
| All | +161.9% | -4.7% | +166.6% | +129.8% |
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 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