+788.5%
XLK vs STT
+271.9%
+516.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.2% | -0.4% | +0.7% | +0.4% |
| 30D | -0.6% | +1.7% | -2.4% | -1.4% |
| 3M | +2.6% | +17.9% | -15.3% | -4.2% |
| 6M | +34.0% | +55.3% | -21.3% | +11.9% |
| YTD | +30.7% | +52.7% | -22.0% | +9.7% |
| 1Y | +39.2% | +75.7% | -36.5% | +10.3% |
| 3Y | +120.4% | +197.9% | -77.5% | +40.1% |
| 5Y | +148.8% | +158.8% | -10.0% | +61.4% |
| All | +788.5% | +271.9% | +516.6% | +384.9% |
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