+325.3%
STX vs XLU
+3.1%
+322.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -1.6% | -0.6% | -1.7% |
| 30D | -5.5% | -3.3% | -2.2% | -4.5% |
| 3M | -4.3% | -3.2% | -1.1% | -4.4% |
| 6M | +115.6% | -7.0% | +122.6% | +120.8% |
| YTD | +202.2% | +0.6% | +201.6% | +183.0% |
| 1Y | +325.3% | +2.4% | +322.9% | +312.4% |
| All | +325.3% | +3.1% | +322.2% | +312.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling