+899.8%
XLV vs STM
+555.5%
+344.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -2.6% | +5.2% | -7.8% | -3.5% |
| 30D | +0.9% | -7.4% | +8.2% | +2.1% |
| 3M | +10.0% | -30.6% | +40.6% | +15.5% |
| 6M | +10.4% | +66.4% | -56.0% | -2.6% |
| YTD | +8.9% | +101.1% | -92.3% | -7.7% |
| 1Y | +23.4% | +97.4% | -74.0% | +4.3% |
| 3Y | +33.1% | +21.1% | +11.9% | +18.9% |
| 5Y | +33.3% | +22.5% | +10.8% | +15.4% |
| 10Y | +170.8% | +657.6% | -486.8% | +53.9% |
| All | +899.8% | +555.5% | +344.3% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling