+325.3%
STX vs XLV
+21.9%
+303.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.8% |
| 7D | -2.3% | -3.6% | +1.3% | -4.4% |
| 30D | -5.5% | -1.8% | -3.6% | -6.3% |
| 3M | -4.3% | +7.8% | -12.1% | -4.7% |
| 6M | +115.6% | +9.1% | +106.5% | +114.1% |
| YTD | +202.2% | +7.7% | +194.5% | +204.5% |
| 1Y | +325.3% | +20.4% | +304.9% | +296.1% |
| All | +325.3% | +21.9% | +303.4% | +296.1% |
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