+365.4%
STX vs XLF
+9.9%
+355.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +1.4% | +0.2% | +1.2% | +1.4% |
| 3M | -8.2% | +11.7% | -19.9% | -10.5% |
| 6M | +127.0% | +13.8% | +113.2% | +117.7% |
| YTD | +209.1% | +7.0% | +202.2% | +199.8% |
| 1Y | +365.4% | +9.1% | +356.3% | +354.9% |
| All | +365.4% | +9.9% | +355.5% | +354.9% |
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