+28.4%
XLY vs STT
+155.2%
-126.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | +1.7% | -5.9% | -5.0% |
| 3M | -2.7% | +17.9% | -20.6% | -10.0% |
| 6M | -0.6% | +55.3% | -55.9% | -19.3% |
| YTD | -5.0% | +52.7% | -57.7% | -22.6% |
| 1Y | -4.1% | +75.7% | -79.7% | -27.0% |
| 3Y | +33.6% | +197.9% | -164.3% | -21.2% |
| All | +28.4% | +155.2% | -126.8% | -24.0% |
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