+365.4%
STX vs XLV
+27.5%
+337.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +5.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.5% |
| 30D | +1.4% | +4.4% | -3.1% | +3.8% |
| 3M | -8.2% | +13.2% | -21.5% | -7.4% |
| 6M | +127.0% | +10.1% | +116.9% | +134.2% |
| YTD | +209.1% | +11.7% | +197.4% | +217.9% |
| 1Y | +365.4% | +26.9% | +338.5% | +337.0% |
| All | +365.4% | +27.5% | +337.9% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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