+566.3%
XLP vs STT
+708.8%
-142.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.0% |
| 7D | +5.9% | -0.1% | +5.9% | +5.9% |
| 30D | +13.5% | -1.7% | +15.1% | +13.7% |
| 3M | +8.4% | -6.4% | +14.8% | +9.5% |
| 6M | +11.5% | +17.7% | -6.1% | +8.2% |
| YTD | +20.6% | +36.9% | -16.2% | +13.8% |
| 1Y | +24.3% | +52.0% | -27.7% | +15.1% |
| 3Y | +45.1% | +178.6% | -133.5% | +20.2% |
| 5Y | +44.6% | +109.1% | -64.5% | +23.4% |
| 10Y | +133.1% | +226.1% | -93.0% | +77.3% |
| All | +566.3% | +708.8% | -142.5% | +220.8% |
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