+1,090.8%
XLI vs STM
+484.5%
+606.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | +0.9% | +1.4% | -0.6% | +0.3% |
| 30D | +1.1% | -8.4% | +9.4% | +2.9% |
| 3M | -7.7% | -15.8% | +8.1% | -4.3% |
| 6M | -1.8% | -22.8% | +21.0% | +1.4% |
| YTD | +11.1% | +79.4% | -68.3% | -9.5% |
| 1Y | +12.1% | +97.0% | -84.9% | -11.0% |
| 3Y | +73.8% | +14.2% | +59.6% | +51.3% |
| 5Y | +73.8% | -4.5% | +78.2% | +53.5% |
| 10Y | +231.7% | +463.1% | -231.4% | +66.5% |
| All | +1,090.8% | +484.5% | +606.3% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling