+123.8%
STX vs XLF
+15.8%
+108.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -7.6% |
| 7D | -20.2% | +5.5% | -25.7% | -19.8% |
| 30D | -37.2% | +9.9% | -47.1% | -37.1% |
| 3M | -34.1% | +2.6% | -36.7% | -33.3% |
| 6M | -24.5% | +15.6% | -40.0% | -29.2% |
| YTD | +102.9% | +9.4% | +93.5% | +100.4% |
| 1Y | +123.8% | +14.7% | +109.1% | +103.5% |
| All | +123.8% | +15.8% | +108.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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