+365.4%
STX vs XLY
-0.5%
+365.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +7.1% |
| 7D | +2.4% | -2.0% | +4.3% | +3.5% |
| 30D | +1.4% | -3.1% | +4.5% | +3.0% |
| 3M | -8.2% | -1.8% | -6.4% | -7.5% |
| 6M | +127.0% | -0.9% | +127.9% | +124.8% |
| YTD | +209.1% | -3.4% | +212.5% | +211.6% |
| 1Y | +365.4% | -1.5% | +366.9% | +367.7% |
| All | +365.4% | -0.5% | +365.9% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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