+1,883.6%
STX vs XLP
+126.4%
+1,757.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | -28.5% | +0.7% | -29.2% | -29.0% |
| 30D | -42.9% | +10.3% | -53.2% | -46.6% |
| 3M | -45.9% | +6.5% | -52.4% | -48.6% |
| 6M | -41.3% | +8.4% | -49.7% | -46.1% |
| YTD | +67.9% | +18.2% | +49.7% | +43.5% |
| 1Y | +66.5% | +22.4% | +44.1% | +37.9% |
| 3Y | +588.0% | +41.9% | +546.1% | +388.2% |
| 5Y | +449.1% | +40.9% | +408.2% | +291.3% |
| All | +1,883.6% | +126.4% | +1,757.2% | +875.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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