+64.7%
XLC vs STT
+182.6%
-117.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +4.8% | -1.0% | +2.2% |
| 30D | -1.9% | +3.9% | -5.9% | -3.2% |
| 3M | -3.1% | -8.2% | +5.0% | -0.7% |
| 6M | -6.4% | +15.6% | -22.0% | -11.4% |
| YTD | -6.8% | +37.6% | -44.5% | -17.5% |
| 1Y | -1.7% | +50.1% | -51.8% | -15.8% |
| 3Y | +64.7% | +183.1% | -118.4% | +12.6% |
| All | +64.7% | +182.6% | -117.9% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling