+146.6%
XLK vs STT
+158.4%
-11.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.3% | +1.0% | +1.4% | +1.9% |
| 30D | +0.8% | +2.8% | -2.0% | -0.4% |
| 3M | +4.1% | +18.1% | -14.1% | -3.4% |
| 6M | +34.8% | +59.2% | -24.5% | +9.6% |
| YTD | +30.8% | +51.5% | -20.7% | +8.4% |
| 1Y | +42.4% | +75.7% | -33.3% | +10.4% |
| 3Y | +121.8% | +200.8% | -79.0% | +34.9% |
| 5Y | +146.6% | +155.8% | -9.2% | +49.1% |
| All | +146.6% | +158.4% | -11.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling