+123.8%
STX vs XLY
+3.2%
+120.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.3% | -12.4% | -10.0% |
| 7D | -20.2% | +6.1% | -26.3% | -22.6% |
| 30D | -37.2% | +10.8% | -48.0% | -40.6% |
| 3M | -34.1% | +3.6% | -37.7% | -35.2% |
| 6M | -24.5% | +4.4% | -28.8% | -26.1% |
| YTD | +102.9% | +3.1% | +99.9% | +99.1% |
| 1Y | +123.8% | +3.6% | +120.2% | +117.7% |
| All | +123.8% | +3.2% | +120.6% | +117.7% |
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