+422.5%
STM vs XLP
+130.4%
+292.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.1% |
| 7D | -5.6% | +0.1% | -5.6% | -5.8% |
| 30D | -14.4% | +8.9% | -23.4% | -20.9% |
| 3M | -20.5% | +7.5% | -27.9% | -26.1% |
| 6M | -24.5% | +9.4% | -33.9% | -32.3% |
| YTD | +72.7% | +19.3% | +53.4% | +42.2% |
| 1Y | +91.0% | +21.7% | +69.3% | +54.0% |
| 3Y | +13.5% | +44.0% | -30.5% | -23.7% |
| 5Y | -9.2% | +42.8% | -52.0% | -38.4% |
| 10Y | +422.5% | +128.8% | +293.7% | +166.4% |
| All | +422.5% | +130.4% | +292.2% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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