+501.5%
STM vs XLU
+650.9%
-149.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +16.3% | +1.2% | +15.1% | +15.4% |
| 30D | -6.3% | +4.6% | -10.9% | -9.3% |
| 3M | -14.1% | +0.7% | -14.8% | -14.7% |
| 6M | -19.6% | -1.7% | -17.9% | -19.2% |
| YTD | +80.1% | +4.8% | +75.4% | +72.6% |
| 1Y | +95.4% | +0.2% | +95.1% | +93.1% |
| 3Y | +14.7% | +58.9% | -44.2% | -20.2% |
| 5Y | -5.4% | +52.8% | -58.2% | -33.3% |
| 10Y | +465.5% | +160.9% | +304.6% | +152.2% |
| All | +501.5% | +650.9% | -149.4% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling