+3,635.3%
STX vs XLP
+101.8%
+3,533.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +2.4% | -1.0% | +3.4% | +3.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | -8.2% | +3.8% | -12.0% | -12.7% |
| 6M | +127.0% | -1.7% | +128.8% | +124.3% |
| YTD | +209.1% | +10.3% | +198.9% | +178.0% |
| 1Y | +365.4% | +7.8% | +357.6% | +322.6% |
| 3Y | +1,135.4% | +27.2% | +1,108.2% | +856.0% |
| 5Y | +991.5% | +32.5% | +959.0% | +712.7% |
| All | +3,635.3% | +101.8% | +3,533.5% | +1,834.4% |
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