+81.7%
STM vs XLC
+128.7%
-47.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +3.9% |
| 7D | -10.7% | +4.9% | -15.6% | -15.7% |
| 30D | -25.7% | -5.8% | -19.9% | -20.9% |
| 3M | -21.6% | -5.4% | -16.1% | -17.7% |
| 6M | -27.8% | -10.2% | -17.6% | -20.1% |
| YTD | +61.8% | -10.2% | +71.9% | +78.6% |
| 1Y | +78.1% | -5.6% | +83.7% | +85.5% |
| 3Y | +4.9% | +61.0% | -56.1% | -40.2% |
| 5Y | -14.3% | +35.2% | -49.5% | -39.7% |
| All | +81.7% | +128.7% | -47.1% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling