+655.9%
STM vs XLY
+220.9%
+435.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.4% |
| 7D | -1.4% | -1.7% | +0.3% | +0.7% |
| 30D | -4.9% | -4.2% | -0.7% | -0.2% |
| 3M | -34.0% | -2.7% | -31.3% | -31.7% |
| 6M | +51.8% | -0.6% | +52.5% | +54.2% |
| YTD | +99.4% | -5.0% | +104.4% | +113.9% |
| 1Y | +99.1% | -4.1% | +103.2% | +111.0% |
| 3Y | +19.5% | +33.6% | -14.1% | -14.7% |
| 5Y | +19.5% | +28.7% | -9.2% | -11.3% |
| All | +655.9% | +220.9% | +435.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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