+15.7%
STM vs XLC
+72.9%
-57.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +3.2% |
| 7D | +5.8% | -0.8% | +6.6% | +6.7% |
| 30D | -1.0% | +1.0% | -2.1% | -2.6% |
| 3M | -33.3% | -0.7% | -32.6% | -33.0% |
| 6M | +57.4% | -5.1% | +62.5% | +66.5% |
| YTD | +102.2% | -4.3% | +106.5% | +110.6% |
| 1Y | +99.6% | -0.6% | +100.2% | +97.9% |
| All | +15.7% | +72.9% | -57.1% | -32.9% |
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 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