+83.9%
XLI vs STM
+20.8%
+63.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -1.1% | +5.8% | -6.8% | -2.2% |
| 30D | -5.9% | -1.0% | -4.9% | -5.9% |
| 3M | -0.3% | -33.3% | +33.0% | +6.8% |
| 6M | +0.1% | +57.4% | -57.2% | -12.2% |
| YTD | +13.6% | +102.2% | -88.6% | -6.4% |
| 1Y | +17.2% | +99.6% | -82.4% | -3.8% |
| 3Y | +68.2% | +14.5% | +53.7% | +50.8% |
| All | +83.9% | +20.8% | +63.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling