+8,757.3%
STX vs XLP
+716.5%
+8,040.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.8% | -15.5% | -15.6% |
| 7D | -33.4% | +3.5% | -36.9% | -35.7% |
| 30D | -42.1% | +11.6% | -53.6% | -48.2% |
| 3M | -44.3% | +7.6% | -51.9% | -48.9% |
| 6M | -39.4% | +10.0% | -49.4% | -47.2% |
| YTD | +70.0% | +19.7% | +50.2% | +35.6% |
| 1Y | +70.2% | +23.5% | +46.7% | +31.2% |
| 3Y | +585.2% | +44.0% | +541.2% | +338.9% |
| 5Y | +455.7% | +42.7% | +413.0% | +257.1% |
| 10Y | +2,007.9% | +131.3% | +1,876.5% | +683.7% |
| All | +8,757.3% | +716.5% | +8,040.8% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling