+93.6%
STX vs KRE
+20.6%
+72.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +16.8% | +0.3% | +16.6% | +16.8% |
| 30D | -27.0% | +5.0% | -32.1% | -26.9% |
| 3M | -37.9% | -5.7% | -32.1% | -37.1% |
| 6M | -32.5% | +7.5% | -40.0% | -34.0% |
| YTD | +98.6% | +13.8% | +84.7% | +85.5% |
| 1Y | +93.6% | +20.7% | +72.9% | +77.3% |
| All | +93.6% | +20.6% | +72.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling