+417.2%
STM vs XLP
+577.3%
-160.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.8% | -11.6% | -11.7% |
| 7D | -20.1% | +3.5% | -23.6% | -22.9% |
| 30D | -32.0% | +11.6% | -43.5% | -39.4% |
| 3M | -24.2% | +7.6% | -31.8% | -30.5% |
| 6M | -29.9% | +10.0% | -40.0% | -38.5% |
| YTD | +54.9% | +19.7% | +35.2% | +24.8% |
| 1Y | +68.0% | +23.5% | +44.5% | +31.0% |
| 3Y | -0.1% | +44.0% | -44.1% | -34.1% |
| 5Y | -17.9% | +42.7% | -60.6% | -45.2% |
| 10Y | +392.2% | +131.3% | +260.9% | +104.0% |
| All | +417.2% | +577.3% | -160.1% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling