+73.3%
XLI vs STT
+207.6%
-134.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | +0.5% | -1.5% | -1.3% |
| 30D | -5.9% | +3.9% | -9.8% | -7.5% |
| 3M | -0.3% | +20.0% | -20.2% | -7.9% |
| 6M | +0.1% | +55.3% | -55.2% | -17.4% |
| YTD | +13.6% | +53.3% | -39.8% | -6.2% |
| 1Y | +17.2% | +74.7% | -57.5% | -9.0% |
| All | +73.3% | +207.6% | -134.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling