+16.1%
STM vs XLC
+63.4%
-47.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.4% |
| 7D | +16.3% | +3.1% | +13.2% | +12.8% |
| 30D | -6.3% | -4.2% | -2.1% | -1.9% |
| 3M | -14.1% | -2.1% | -12.0% | -13.3% |
| 6M | -19.6% | -6.6% | -13.0% | -14.3% |
| YTD | +80.1% | -7.8% | +87.9% | +94.1% |
| 1Y | +95.4% | -4.1% | +99.5% | +99.4% |
| All | +16.1% | +63.4% | -47.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling