+228.0%
XLI vs STT
+198.3%
+29.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | -0.3% | -1.9% | +1.6% | +0.5% |
| 3M | -8.4% | -7.6% | -0.8% | -5.3% |
| 6M | -2.1% | +16.0% | -18.1% | -8.5% |
| YTD | +9.6% | +36.2% | -26.5% | -4.9% |
| 1Y | +10.7% | +46.8% | -36.1% | -7.1% |
| 3Y | +71.6% | +177.8% | -106.2% | +7.5% |
| 5Y | +70.8% | +105.8% | -35.1% | +17.0% |
| 10Y | +228.0% | +197.6% | +30.4% | +80.5% |
| All | +228.0% | +198.3% | +29.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling