+82.8%
XLI vs STT
+150.3%
-67.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.0% | +2.2% | -1.2% | +0.1% |
| 30D | -5.8% | +3.9% | -9.7% | -7.2% |
| 3M | +0.7% | +19.2% | -18.5% | -6.0% |
| 6M | +3.2% | +60.4% | -57.2% | -14.2% |
| YTD | +13.0% | +51.5% | -38.4% | -4.2% |
| 1Y | +16.8% | +76.3% | -59.5% | -6.8% |
| 3Y | +72.4% | +200.7% | -128.3% | +11.4% |
| 5Y | +82.8% | +157.5% | -74.7% | +16.6% |
| All | +82.8% | +150.3% | -67.6% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling