+461.8%
STM vs XLU
+162.9%
+298.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +16.3% | +1.2% | +15.1% | +15.6% |
| 30D | -6.3% | +4.6% | -10.9% | -8.6% |
| 3M | -14.1% | +0.7% | -14.8% | -14.5% |
| 6M | -19.6% | -1.7% | -17.9% | -19.3% |
| YTD | +80.1% | +4.8% | +75.4% | +74.4% |
| 1Y | +95.4% | +0.2% | +95.1% | +93.8% |
| 3Y | +14.7% | +58.9% | -44.2% | -13.5% |
| 5Y | -5.4% | +52.8% | -58.2% | -27.3% |
| All | +461.8% | +162.9% | +298.9% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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