+10.7%
XLI vs STM
+90.8%
-80.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.5% | -7.9% | +6.4% | -0.5% |
| 30D | -0.3% | -14.1% | +13.8% | +1.6% |
| 3M | -8.4% | -17.6% | +9.3% | -6.2% |
| 6M | -2.1% | -24.2% | +22.2% | -1.0% |
| YTD | +9.6% | +73.3% | -63.7% | -8.2% |
| 1Y | +10.7% | +90.1% | -79.4% | -9.5% |
| All | +10.7% | +90.8% | -80.1% | -9.5% |
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