+487.4%
STX vs XLP
+43.2%
+444.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.7% |
| 7D | -14.8% | +0.1% | -14.8% | -14.7% |
| 30D | -35.4% | +8.9% | -44.3% | -36.2% |
| 3M | -37.7% | +7.5% | -45.2% | -38.4% |
| 6M | -35.2% | +9.4% | -44.7% | -37.2% |
| YTD | +84.4% | +19.3% | +65.1% | +69.6% |
| 1Y | +82.3% | +21.7% | +60.5% | +65.1% |
| 3Y | +646.2% | +44.0% | +602.3% | +472.1% |
| 5Y | +487.4% | +42.8% | +444.6% | +359.4% |
| All | +487.4% | +43.2% | +444.2% | +359.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling