+325.3%
STX vs XLF
+9.3%
+316.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -2.3% | -1.5% | -0.8% | -2.4% |
| 30D | -5.5% | -1.2% | -4.3% | -5.5% |
| 3M | -4.3% | +9.2% | -13.5% | -6.7% |
| 6M | +115.6% | +16.3% | +99.3% | +103.9% |
| YTD | +202.2% | +5.4% | +196.8% | +192.5% |
| 1Y | +325.3% | +7.6% | +317.7% | +311.4% |
| All | +325.3% | +9.3% | +316.0% | +311.4% |
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