+1,376.8%
STX vs XLF
+73.6%
+1,303.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +9.6% | -1.0% | +10.6% | +10.1% |
| 30D | +10.6% | -1.3% | +11.9% | +11.3% |
| 3M | +4.8% | +9.1% | -4.4% | -2.6% |
| 6M | +137.3% | +14.4% | +122.9% | +111.7% |
| YTD | +222.5% | +5.1% | +217.4% | +207.7% |
| 1Y | +366.2% | +8.6% | +357.6% | +331.0% |
| All | +1,376.8% | +73.6% | +1,303.2% | +895.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling