+42.7%
XLP vs STT
+97.1%
-54.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +4.0% | -0.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.2% |
| 30D | +11.6% | -6.0% | +17.5% | +12.5% |
| 3M | +7.6% | -11.7% | +19.3% | +9.5% |
| 6M | +10.0% | +11.7% | -1.7% | +7.6% |
| YTD | +19.7% | +30.4% | -10.7% | +13.8% |
| 1Y | +23.5% | +43.9% | -20.5% | +15.2% |
| 3Y | +44.0% | +165.4% | -121.4% | +18.5% |
| 5Y | +42.7% | +101.0% | -58.3% | +17.6% |
| All | +42.7% | +97.1% | -54.4% | +17.6% |
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 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