+588.0%
STX vs XLC
+60.5%
+527.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -28.5% | +4.9% | -33.4% | -30.6% |
| 30D | -42.9% | -5.8% | -37.1% | -40.8% |
| 3M | -45.9% | -5.4% | -40.5% | -44.4% |
| 6M | -41.3% | -10.2% | -31.1% | -37.4% |
| YTD | +67.9% | -10.2% | +78.1% | +78.2% |
| 1Y | +66.5% | -5.6% | +72.1% | +68.6% |
| 3Y | +588.0% | +61.0% | +527.0% | +358.6% |
| All | +588.0% | +60.5% | +527.5% | +358.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling