+102.4%
STX vs XLC
-2.4%
+104.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -2.9% |
| 7D | +14.6% | +3.7% | +10.9% | +15.3% |
| 30D | -26.0% | -1.9% | -24.0% | -26.3% |
| 3M | -42.6% | -3.1% | -39.5% | -42.9% |
| 6M | -35.3% | -6.4% | -28.9% | -32.4% |
| YTD | +92.5% | -6.8% | +99.3% | +96.4% |
| 1Y | +102.4% | -1.7% | +104.1% | +82.1% |
| All | +102.4% | -2.4% | +104.8% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling