-1.7%
XLC vs STT
+74.0%
-75.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | +0.2% | +3.9% | -3.7% | -0.6% |
| 3M | +0.6% | +19.2% | -18.5% | -3.3% |
| 6M | -4.5% | +60.4% | -64.9% | -15.0% |
| YTD | -4.7% | +51.5% | -56.2% | -14.4% |
| 1Y | -1.7% | +76.3% | -77.9% | -16.0% |
| All | -1.7% | +74.0% | -75.6% | -16.0% |
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