-27.8%
STM vs XLC
-9.3%
-18.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.5% |
| 7D | -10.7% | +4.9% | -15.6% | -10.3% |
| 30D | -25.7% | -5.8% | -19.9% | -25.8% |
| 3M | -21.6% | -5.4% | -16.1% | -22.0% |
| 6M | -27.8% | -10.2% | -17.6% | -30.6% |
| All | -27.8% | -9.3% | -18.5% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling