+123.8%
STX vs XLV
+34.1%
+89.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -5.7% |
| 7D | -20.2% | +5.5% | -25.7% | -16.6% |
| 30D | -37.2% | +13.3% | -50.5% | -30.8% |
| 3M | -34.1% | +17.4% | -51.5% | -25.7% |
| 6M | -24.5% | +32.1% | -56.6% | -19.3% |
| YTD | +102.9% | +24.0% | +78.9% | +130.8% |
| 1Y | +123.8% | +32.9% | +90.9% | +142.5% |
| All | +123.8% | +34.1% | +89.7% | +142.5% |
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