+1,117.7%
XLY vs STT
+795.0%
+322.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | -4.9% | +3.9% | -8.8% | -6.2% |
| 3M | -1.0% | +19.2% | -20.2% | -6.8% |
| 6M | 0.0% | +60.4% | -60.4% | -14.8% |
| YTD | -4.2% | +51.5% | -55.6% | -17.0% |
| 1Y | -2.7% | +76.3% | -78.9% | -20.0% |
| 3Y | +38.4% | +200.7% | -162.3% | -5.0% |
| 5Y | +28.9% | +157.5% | -128.5% | -8.8% |
| 10Y | +214.7% | +262.0% | -47.2% | +88.2% |
| All | +1,117.7% | +795.0% | +322.8% | +257.4% |
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