+1,117.4%
XLI vs STT
+806.1%
+311.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.1% | +0.5% | -1.5% | -1.2% |
| 30D | -5.9% | +3.9% | -9.8% | -7.2% |
| 3M | -0.3% | +20.0% | -20.2% | -6.2% |
| 6M | +0.1% | +55.3% | -55.2% | -13.6% |
| YTD | +13.6% | +53.3% | -39.8% | -1.8% |
| 1Y | +17.2% | +74.7% | -57.5% | -3.1% |
| 3Y | +68.2% | +205.8% | -137.6% | +14.8% |
| 5Y | +80.7% | +145.0% | -64.3% | +28.9% |
| 10Y | +253.3% | +266.0% | -12.8% | +113.2% |
| All | +1,117.4% | +806.1% | +311.4% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling