+142.5%
XLC vs STT
+157.1%
-14.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +1.0% | +3.9% | -2.8% | -0.3% |
| 3M | -0.7% | +20.0% | -20.7% | -7.0% |
| 6M | -5.1% | +55.3% | -60.5% | -19.0% |
| YTD | -4.3% | +53.3% | -57.6% | -18.2% |
| 1Y | -0.6% | +74.7% | -75.3% | -19.0% |
| 3Y | +72.7% | +205.8% | -133.1% | +14.1% |
| 5Y | +38.0% | +145.0% | -107.0% | -4.8% |
| All | +142.5% | +157.1% | -14.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling