-15.7%
STM vs XLP
+40.8%
-56.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.0% |
| 7D | -10.7% | +0.7% | -11.5% | -11.2% |
| 30D | -25.7% | +10.3% | -36.0% | -30.1% |
| 3M | -21.6% | +6.5% | -28.1% | -24.9% |
| 6M | -27.8% | +8.4% | -36.2% | -32.7% |
| YTD | +61.8% | +18.2% | +43.6% | +39.3% |
| 1Y | +78.1% | +22.4% | +55.7% | +48.4% |
| 3Y | +4.9% | +41.9% | -37.0% | -26.1% |
| All | -15.7% | +40.8% | -56.5% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling