+22.1%
STM vs XLU
+45.2%
-23.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +5.2% | +2.1% | +3.1% | +4.1% |
| 30D | -7.4% | -0.4% | -7.0% | -7.2% |
| 3M | -30.6% | +0.5% | -31.1% | -31.2% |
| 6M | +66.4% | -5.8% | +72.2% | +70.9% |
| YTD | +101.1% | +3.1% | +98.0% | +96.5% |
| 1Y | +97.4% | +8.1% | +89.3% | +87.6% |
| 3Y | +21.1% | +50.5% | -29.4% | -5.7% |
| All | +22.1% | +45.2% | -23.0% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling