+988.3%
XLE vs STT
+672.2%
+316.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -12.0% | -2.5% | -9.5% | -11.3% |
| 30D | -2.7% | -5.0% | +2.2% | -1.2% |
| 3M | +6.6% | -10.5% | +17.0% | +10.3% |
| 6M | +9.5% | +10.0% | -0.5% | +5.3% |
| YTD | +40.6% | +30.7% | +9.9% | +26.5% |
| 1Y | +43.6% | +43.8% | -0.2% | +25.0% |
| 3Y | +58.1% | +168.1% | -110.0% | +10.0% |
| 5Y | +152.2% | +101.4% | +50.8% | +87.7% |
| 10Y | +172.9% | +211.3% | -38.4% | +74.4% |
| All | +988.3% | +672.2% | +316.1% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling