+141.4%
XLC vs STT
+153.9%
-12.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +0.2% | +3.9% | -3.7% | -1.1% |
| 3M | +0.6% | +19.2% | -18.5% | -5.6% |
| 6M | -4.5% | +60.4% | -64.9% | -19.4% |
| YTD | -4.7% | +51.5% | -56.2% | -18.2% |
| 1Y | -1.7% | +76.3% | -77.9% | -20.1% |
| 3Y | +72.3% | +200.7% | -128.5% | +14.5% |
| 5Y | +37.8% | +157.5% | -119.7% | -6.4% |
| All | +141.4% | +153.9% | -12.5% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling