+228.0%
XLI vs STM
+431.2%
-203.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.5% | -7.9% | +6.4% | +0.3% |
| 30D | -0.3% | -14.1% | +13.8% | +3.0% |
| 3M | -8.4% | -17.6% | +9.3% | -4.7% |
| 6M | -2.1% | -24.2% | +22.2% | +1.2% |
| YTD | +9.6% | +73.3% | -63.7% | -9.8% |
| 1Y | +10.7% | +90.1% | -79.4% | -11.3% |
| 3Y | +71.6% | +10.3% | +61.2% | +50.7% |
| 5Y | +70.8% | -5.7% | +76.5% | +51.0% |
| 10Y | +228.0% | +444.1% | -216.1% | +98.1% |
| All | +228.0% | +431.2% | -203.2% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling