+167.2%
XLE vs STT
+204.5%
-37.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -12.0% | -2.5% | -9.5% | -10.9% |
| 30D | -2.7% | -5.0% | +2.2% | -0.5% |
| 3M | +6.6% | -10.5% | +17.0% | +12.2% |
| 6M | +9.5% | +10.0% | -0.5% | +3.0% |
| YTD | +40.6% | +30.7% | +9.9% | +19.4% |
| 1Y | +43.6% | +43.8% | -0.2% | +15.7% |
| 3Y | +58.1% | +168.1% | -110.0% | -11.4% |
| 5Y | +152.2% | +101.4% | +50.8% | +56.2% |
| All | +167.2% | +204.5% | -37.3% | +19.2% |
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