+988.5%
XLE vs STM
+404.8%
+583.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.4% | +9.4% | -0.2% |
| 7D | -10.3% | -20.1% | +9.8% | -5.9% |
| 30D | -3.3% | -32.0% | +28.6% | +4.7% |
| 3M | +8.2% | -24.2% | +32.3% | +13.8% |
| 6M | +5.0% | -29.9% | +35.0% | +9.3% |
| YTD | +40.6% | +54.9% | -14.3% | +19.2% |
| 1Y | +45.0% | +68.0% | -23.0% | +20.4% |
| 3Y | +56.3% | -0.1% | +56.5% | +39.8% |
| 5Y | +152.2% | -17.9% | +170.1% | +128.0% |
| 10Y | +173.0% | +392.2% | -219.3% | +49.7% |
| All | +988.5% | +404.8% | +583.7% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling