+1,019.5%
STX vs XLP
+32.7%
+986.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | +2.4% | -1.0% | +3.4% | +2.6% |
| 30D | +1.4% | -0.9% | +2.3% | +1.4% |
| 3M | -8.2% | +3.8% | -12.0% | -11.0% |
| 6M | +127.0% | -1.7% | +128.8% | +126.3% |
| YTD | +209.1% | +10.3% | +198.9% | +187.7% |
| 1Y | +365.4% | +7.8% | +357.6% | +337.3% |
| 3Y | +1,135.4% | +27.2% | +1,108.2% | +899.7% |
| All | +1,019.5% | +32.7% | +986.8% | +782.8% |
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