-4.6%
STM vs XLC
+40.7%
-45.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.5% |
| 7D | +12.0% | +3.7% | +8.3% | +7.9% |
| 30D | -0.4% | -1.9% | +1.6% | +1.5% |
| 3M | -13.2% | -3.1% | -10.1% | -11.2% |
| 6M | -26.1% | -6.4% | -19.7% | -22.0% |
| YTD | +81.2% | -6.8% | +88.0% | +91.9% |
| 1Y | +98.3% | -1.7% | +100.0% | +97.6% |
| 3Y | +16.7% | +64.7% | -48.0% | -32.2% |
| All | -4.6% | +40.7% | -45.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling