+649.7%
XLU vs STT
+795.0%
-145.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | -0.4% | +3.9% | -4.3% | -1.1% |
| 3M | +0.5% | +19.2% | -18.7% | -2.7% |
| 6M | -5.8% | +60.4% | -66.2% | -13.6% |
| YTD | +3.1% | +51.5% | -48.3% | -4.6% |
| 1Y | +8.1% | +76.3% | -68.2% | -2.8% |
| 3Y | +50.5% | +200.7% | -150.2% | +22.4% |
| 5Y | +44.7% | +157.5% | -112.8% | +18.5% |
| 10Y | +136.8% | +262.0% | -125.2% | +75.0% |
| All | +649.7% | +795.0% | -145.2% | +251.8% |
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