-5.8%
XLC vs STT
+53.6%
-59.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.0% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -6.0% | -1.7% | -4.3% | -5.7% |
| 3M | -6.0% | -6.4% | +0.4% | -5.1% |
| 6M | -9.1% | +17.7% | -26.7% | -12.6% |
| YTD | -10.0% | +36.9% | -46.9% | -17.1% |
| 1Y | -5.8% | +52.0% | -57.8% | -15.9% |
| All | -5.8% | +53.6% | -59.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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