+2,064.8%
STX vs XLP
+136.8%
+1,928.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.5% |
| 30D | -26.8% | +8.3% | -35.1% | -30.6% |
| 3M | -32.7% | +8.7% | -41.4% | -36.8% |
| 6M | -33.7% | +11.2% | -44.9% | -40.2% |
| YTD | +101.0% | +20.0% | +81.0% | +70.0% |
| 1Y | +92.7% | +21.3% | +71.4% | +61.2% |
| 3Y | +708.7% | +43.8% | +664.9% | +467.4% |
| 5Y | +504.0% | +43.3% | +460.7% | +324.1% |
| All | +2,064.8% | +136.8% | +1,928.0% | +860.7% |
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