+19.6%
STM vs XLU
+48.9%
-29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +1.7% | +0.6% | +1.0% | +1.4% |
| 30D | -5.2% | -0.4% | -4.7% | -5.0% |
| 3M | -29.6% | -1.7% | -27.9% | -29.5% |
| 6M | +54.4% | -7.1% | +61.5% | +58.7% |
| YTD | +99.5% | +1.9% | +97.6% | +96.4% |
| 1Y | +100.8% | +6.1% | +94.6% | +93.7% |
| All | +19.6% | +48.9% | -29.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling