+9,929.9%
STX vs XLU
+994.6%
+8,935.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | +14.6% | +2.1% | +12.5% | +13.2% |
| 30D | -26.0% | +5.6% | -31.5% | -28.6% |
| 3M | -42.6% | +0.7% | -43.4% | -43.2% |
| 6M | -35.3% | -0.1% | -35.2% | -36.1% |
| YTD | +92.5% | +5.3% | +87.1% | +83.5% |
| 1Y | +102.4% | +2.2% | +100.2% | +96.9% |
| 3Y | +673.8% | +61.6% | +612.2% | +452.5% |
| 5Y | +463.1% | +53.6% | +409.5% | +308.0% |
| 10Y | +2,014.6% | +162.3% | +1,852.3% | +880.5% |
| All | +9,929.9% | +994.6% | +8,935.2% | +1,421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling