+96.5%
STM vs XLC
-5.6%
+102.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.5% | -9.5% | -7.0% |
| 7D | -6.0% | +1.8% | -7.8% | -6.4% |
| 30D | -20.9% | -6.0% | -15.0% | -19.1% |
| 3M | -15.8% | -6.0% | -9.7% | -14.1% |
| 6M | -17.0% | -9.1% | -8.0% | -12.3% |
| YTD | +76.8% | -10.0% | +86.8% | +83.7% |
| 1Y | +96.5% | -5.8% | +102.3% | +91.6% |
| All | +96.5% | -5.6% | +102.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling