+1,117.4%
XLI vs STM
+558.9%
+558.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -1.1% | +5.8% | -6.8% | -2.5% |
| 30D | -5.9% | -1.0% | -4.9% | -5.9% |
| 3M | -0.3% | -33.3% | +33.0% | +8.6% |
| 6M | +0.1% | +57.4% | -57.2% | -14.3% |
| YTD | +13.6% | +102.2% | -88.6% | -9.6% |
| 1Y | +17.2% | +99.6% | -82.4% | -7.1% |
| 3Y | +68.2% | +14.5% | +53.7% | +47.4% |
| 5Y | +80.7% | +21.4% | +59.4% | +50.6% |
| 10Y | +253.3% | +695.0% | -441.7% | +62.5% |
| All | +1,117.4% | +558.9% | +558.5% | +394.7% |
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 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