+1,376.8%
STX vs XLU
+48.9%
+1,327.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +9.6% | +0.6% | +8.9% | +9.3% |
| 30D | +10.6% | -0.4% | +11.0% | +10.9% |
| 3M | +4.8% | -1.7% | +6.5% | +5.0% |
| 6M | +137.3% | -7.1% | +144.4% | +143.9% |
| YTD | +222.5% | +1.9% | +220.6% | +215.5% |
| 1Y | +366.2% | +6.1% | +360.1% | +348.8% |
| All | +1,376.8% | +48.9% | +1,327.9% | +1,127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling