+2,004.1%
STX vs XLC
+142.6%
+1,861.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +6.9% | +6.9% |
| 7D | +10.7% | +0.6% | +10.2% | +10.1% |
| 30D | +11.3% | +0.2% | +11.0% | +10.6% |
| 3M | +3.2% | +0.6% | +2.6% | +0.9% |
| 6M | +157.0% | -4.5% | +161.5% | +163.0% |
| YTD | +229.2% | -4.7% | +233.9% | +236.2% |
| 1Y | +381.8% | -1.7% | +383.5% | +378.8% |
| 3Y | +1,383.2% | +72.3% | +1,310.9% | +816.8% |
| 5Y | +1,144.9% | +37.8% | +1,107.1% | +814.0% |
| All | +2,004.1% | +142.6% | +1,861.5% | +764.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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