+135.9%
XLU vs STT
+271.9%
-136.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | +1.7% | -5.0% | -3.7% |
| 3M | -3.2% | +17.9% | -21.1% | -6.4% |
| 6M | -7.0% | +55.3% | -62.2% | -15.2% |
| YTD | +0.6% | +52.7% | -52.0% | -8.2% |
| 1Y | +2.4% | +75.7% | -73.2% | -9.4% |
| 3Y | +46.3% | +197.9% | -151.7% | +14.9% |
| 5Y | +44.0% | +158.8% | -114.8% | +13.3% |
| All | +135.9% | +271.9% | -136.0% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling