+16,706.2%
STX vs XLV
+802.3%
+15,903.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | +9.6% | -3.7% | +13.3% | +13.1% |
| 30D | +10.6% | -1.1% | +11.7% | +10.6% |
| 3M | +4.8% | +8.2% | -3.5% | -6.0% |
| 6M | +137.3% | +8.9% | +128.3% | +110.6% |
| YTD | +222.5% | +8.5% | +214.0% | +187.6% |
| 1Y | +366.2% | +22.3% | +343.9% | +268.9% |
| 3Y | +1,352.9% | +32.6% | +1,320.3% | +950.7% |
| 5Y | +1,077.4% | +34.4% | +1,043.1% | +743.1% |
| 10Y | +3,621.5% | +175.4% | +3,446.1% | +1,173.0% |
| All | +16,706.2% | +802.3% | +15,903.9% | +1,566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling