+678.9%
STM vs XLP
+101.8%
+577.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +5.8% | -1.0% | +6.8% | +6.7% |
| 30D | -1.0% | -0.9% | -0.1% | -0.6% |
| 3M | -33.3% | +3.8% | -37.1% | -36.8% |
| 6M | +57.4% | -1.7% | +59.1% | +56.7% |
| YTD | +102.2% | +10.3% | +91.9% | +79.6% |
| 1Y | +99.6% | +7.8% | +91.8% | +80.5% |
| 3Y | +14.5% | +27.2% | -12.7% | -13.2% |
| 5Y | +21.4% | +32.5% | -11.2% | -11.5% |
| All | +678.9% | +101.8% | +577.2% | +328.9% |
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