+125.9%
STM vs XLC
+142.6%
-16.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | 0.0% |
| 7D | +5.2% | +0.6% | +4.6% | +4.5% |
| 30D | -7.4% | +0.2% | -7.6% | -8.0% |
| 3M | -30.6% | +0.6% | -31.3% | -31.8% |
| 6M | +66.4% | -4.5% | +70.9% | +73.8% |
| YTD | +101.1% | -4.7% | +105.9% | +110.0% |
| 1Y | +97.4% | -1.7% | +99.0% | +98.8% |
| 3Y | +21.1% | +72.3% | -51.1% | -35.6% |
| 5Y | +22.5% | +37.8% | -15.3% | -14.4% |
| All | +125.9% | +142.6% | -16.7% | -21.9% |
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