+1,335.2%
STX vs XLC
+74.0%
+1,261.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | +1.4% | +1.0% | +0.3% | +0.4% |
| 3M | -8.2% | -0.7% | -7.5% | -8.6% |
| 6M | +127.0% | -5.1% | +132.2% | +135.3% |
| YTD | +209.1% | -4.3% | +213.4% | +216.4% |
| 1Y | +365.4% | -0.6% | +366.0% | +358.7% |
| All | +1,335.2% | +74.0% | +1,261.2% | +845.5% |
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