+3,343.4%
STX vs XLY
+220.9%
+3,122.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.5% |
| 7D | -2.3% | -1.7% | -0.6% | -0.9% |
| 30D | -5.5% | -4.2% | -1.3% | -2.5% |
| 3M | -4.3% | -2.7% | -1.6% | -3.5% |
| 6M | +115.6% | -0.6% | +116.3% | +114.1% |
| YTD | +202.2% | -5.0% | +207.2% | +211.6% |
| 1Y | +325.3% | -4.1% | +329.4% | +335.1% |
| 3Y | +1,283.9% | +33.6% | +1,250.3% | +959.6% |
| 5Y | +1,048.3% | +28.7% | +1,019.6% | +785.9% |
| All | +3,343.4% | +220.9% | +3,122.5% | +891.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling