+455.7%
STX vs XLP
+43.0%
+412.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.8% | -15.5% | -16.2% |
| 7D | -33.4% | +3.5% | -36.9% | -33.6% |
| 30D | -42.1% | +11.6% | -53.6% | -43.1% |
| 3M | -44.3% | +7.6% | -51.9% | -44.9% |
| 6M | -39.4% | +10.0% | -49.4% | -41.3% |
| YTD | +70.0% | +19.7% | +50.2% | +56.3% |
| 1Y | +70.2% | +23.5% | +46.7% | +53.1% |
| 3Y | +585.2% | +44.0% | +541.2% | +427.3% |
| 5Y | +455.7% | +42.7% | +413.0% | +336.5% |
| All | +455.7% | +43.0% | +412.7% | +336.5% |
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