+508.9%
XLP vs STT
+806.1%
-297.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -0.9% | +3.9% | -4.7% | -1.5% |
| 3M | +3.8% | +20.0% | -16.1% | +0.5% |
| 6M | -1.7% | +55.3% | -57.0% | -9.0% |
| YTD | +10.3% | +53.3% | -43.1% | +2.1% |
| 1Y | +7.8% | +74.7% | -66.9% | -2.5% |
| 3Y | +27.2% | +205.8% | -178.6% | +3.8% |
| 5Y | +32.5% | +145.0% | -112.5% | +10.1% |
| 10Y | +101.8% | +266.0% | -164.2% | +50.7% |
| All | +508.9% | +806.1% | -297.1% | +187.9% |
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 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