+1,472.6%
XLK vs STT
+806.1%
+666.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +0.7% | +3.9% | -3.1% | -0.5% |
| 3M | -2.9% | +20.0% | -22.9% | -8.5% |
| 6M | +34.3% | +55.3% | -21.1% | +16.4% |
| YTD | +30.4% | +53.3% | -22.9% | +13.4% |
| 1Y | +43.4% | +74.7% | -31.3% | +19.5% |
| 3Y | +116.8% | +205.8% | -89.0% | +50.4% |
| 5Y | +144.0% | +145.0% | -1.0% | +77.5% |
| 10Y | +778.8% | +266.0% | +512.7% | +435.7% |
| All | +1,472.6% | +806.1% | +666.5% | +377.5% |
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