+257.2%
XLI vs STT
+262.1%
-4.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +1.0% | -1.5% | -1.0% |
| 30D | -6.9% | +2.8% | -9.7% | -8.1% |
| 3M | -1.9% | +18.1% | -20.1% | -9.0% |
| 6M | +1.0% | +59.2% | -58.2% | -17.7% |
| YTD | +11.3% | +51.5% | -40.1% | -7.7% |
| 1Y | +15.8% | +75.7% | -59.9% | -10.2% |
| 3Y | +69.8% | +200.8% | -130.9% | +2.7% |
| 5Y | +80.9% | +155.8% | -74.9% | +12.2% |
| 10Y | +257.2% | +266.4% | -9.2% | +76.2% |
| All | +257.2% | +262.1% | -4.8% | +76.2% |
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