+72.4%
XLI vs STM
+20.8%
+51.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | -5.8% | -7.4% | +1.6% | -4.7% |
| 3M | +0.7% | -30.6% | +31.3% | +6.0% |
| 6M | +3.2% | +66.4% | -63.2% | -8.6% |
| YTD | +13.0% | +101.1% | -88.1% | -3.7% |
| 1Y | +16.8% | +97.4% | -80.6% | -0.8% |
| 3Y | +72.4% | +21.1% | +51.3% | +50.7% |
| All | +72.4% | +20.8% | +51.6% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling