+174.3%
XLE vs STT
+267.1%
-92.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +11.8% | +3.9% | +7.9% | +9.5% |
| 3M | +9.8% | +20.0% | -10.1% | -0.5% |
| 6M | +15.6% | +55.3% | -39.7% | -9.3% |
| YTD | +45.3% | +53.3% | -8.1% | +14.1% |
| 1Y | +48.3% | +74.7% | -26.4% | +8.2% |
| 3Y | +55.4% | +205.8% | -150.4% | -18.3% |
| 5Y | +216.1% | +145.0% | +71.1% | +76.7% |
| All | +174.3% | +267.1% | -92.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling