+173.9%
XLE vs STT
+203.9%
-30.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | -4.0% | -0.4% | -3.6% | -4.0% |
| 3M | +4.6% | -6.5% | +11.1% | +7.7% |
| 6M | +12.3% | +17.2% | -4.9% | +2.3% |
| YTD | +44.5% | +38.2% | +6.3% | +19.3% |
| 1Y | +42.4% | +49.3% | -6.9% | +12.6% |
| 3Y | +67.0% | +181.9% | -114.9% | -8.7% |
| 5Y | +161.9% | +106.9% | +55.0% | +60.7% |
| 10Y | +173.9% | +203.1% | -29.3% | +22.2% |
| All | +173.9% | +203.9% | -30.1% | +22.2% |
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