+3,476.8%
STX vs XLF
+252.0%
+3,224.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.4% |
| 7D | +8.0% | -2.9% | +10.9% | +10.3% |
| 30D | +5.1% | -1.6% | +6.7% | +6.1% |
| 3M | +5.8% | +9.3% | -3.5% | -2.0% |
| 6M | +124.9% | +14.6% | +110.4% | +100.5% |
| YTD | +213.9% | +4.7% | +209.2% | +199.6% |
| 1Y | +350.4% | +8.6% | +341.8% | +316.2% |
| 3Y | +1,314.2% | +73.9% | +1,240.4% | +812.8% |
| 5Y | +1,092.8% | +65.0% | +1,027.8% | +703.9% |
| All | +3,476.8% | +252.0% | +3,224.8% | +1,263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling