+896.5%
XLV vs STT
+795.0%
+101.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.7% | +1.0% | -4.7% | -3.9% |
| 30D | -1.1% | +2.8% | -3.9% | -1.7% |
| 3M | +8.2% | +18.1% | -9.9% | +4.2% |
| 6M | +8.9% | +59.2% | -50.3% | -1.8% |
| YTD | +8.5% | +51.5% | -42.9% | -1.3% |
| 1Y | +22.3% | +75.7% | -53.4% | +7.5% |
| 3Y | +32.6% | +200.8% | -168.1% | +2.9% |
| 5Y | +34.4% | +155.8% | -121.4% | +5.4% |
| 10Y | +175.4% | +266.4% | -91.0% | +91.7% |
| All | +896.5% | +795.0% | +101.5% | +310.1% |
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