+31.0%
XLV vs STM
+16.7%
+14.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | -1.4% | -7.8% | +6.4% | -1.0% |
| 3M | +8.9% | -28.2% | +37.1% | +10.6% |
| 6M | +9.1% | +52.0% | -42.9% | +1.8% |
| YTD | +7.9% | +96.4% | -88.5% | -2.2% |
| 1Y | +22.7% | +98.8% | -76.1% | +10.7% |
| All | +31.0% | +16.7% | +14.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 3y: compounded portfolio wealth divided by compounded STM 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…
3y analysis · Full analysis span regression · 6 months rolling