+12.3%
XLI vs STM
+92.4%
-80.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.2% |
| 7D | +0.6% | -6.0% | +6.6% | +1.4% |
| 30D | -0.4% | -20.9% | +20.6% | +2.8% |
| 3M | -8.8% | -15.8% | +6.9% | -7.0% |
| 6M | -0.4% | -17.0% | +16.7% | -1.0% |
| YTD | +10.1% | +76.8% | -66.7% | -7.8% |
| 1Y | +12.3% | +96.5% | -84.2% | -8.5% |
| All | +12.3% | +92.4% | -80.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling