+218.0%
XLE vs STM
+20.8%
+197.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.1% |
| 7D | +2.2% | +5.8% | -3.6% | +1.6% |
| 30D | +11.8% | -1.0% | +12.8% | +11.7% |
| 3M | +9.8% | -33.3% | +43.1% | +13.9% |
| 6M | +15.6% | +57.4% | -41.8% | +5.6% |
| YTD | +45.3% | +102.2% | -56.9% | +27.2% |
| 1Y | +48.3% | +99.6% | -51.3% | +29.4% |
| 3Y | +55.4% | +14.5% | +40.9% | +41.7% |
| All | +218.0% | +20.8% | +197.2% | +176.5% |
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