+3,476.8%
STX vs XLU
+141.2%
+3,335.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +8.0% | -1.2% | +9.2% | +8.6% |
| 30D | +5.1% | -2.5% | +7.6% | +6.4% |
| 3M | +5.8% | -2.7% | +8.5% | +6.8% |
| 6M | +124.9% | -7.5% | +132.4% | +132.1% |
| YTD | +213.9% | +0.9% | +213.0% | +210.0% |
| 1Y | +350.4% | +3.3% | +347.1% | +340.4% |
| 3Y | +1,314.2% | +47.3% | +1,266.9% | +1,053.9% |
| 5Y | +1,092.8% | +44.4% | +1,048.4% | +874.4% |
| All | +3,476.8% | +141.2% | +3,335.6% | +2,271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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