+35.5%
XLV vs STT
+156.7%
-121.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -1.8% | +1.7% | -3.6% | -2.2% |
| 3M | +7.8% | +17.9% | -10.1% | +3.8% |
| 6M | +9.1% | +55.3% | -46.2% | -1.3% |
| YTD | +7.7% | +52.7% | -44.9% | -2.4% |
| 1Y | +20.4% | +75.7% | -55.2% | +5.5% |
| 3Y | +30.8% | +197.9% | -167.1% | +0.6% |
| All | +35.5% | +156.7% | -121.3% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling