+15.8%
XLI vs STM
+98.5%
-82.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.6% | +1.7% | -2.2% | -0.8% |
| 30D | -6.9% | -5.2% | -1.8% | -6.3% |
| 3M | -1.9% | -29.6% | +27.7% | +2.0% |
| 6M | +1.0% | +54.4% | -53.3% | -8.9% |
| YTD | +11.3% | +99.5% | -88.2% | -3.4% |
| 1Y | +15.8% | +100.8% | -84.9% | -1.3% |
| All | +15.8% | +98.5% | -82.7% | -1.3% |
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