+481.0%
STX vs XLF
+58.1%
+422.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +16.8% | +1.2% | +15.6% | +15.8% |
| 30D | -27.0% | +6.2% | -33.2% | -30.5% |
| 3M | -37.9% | +0.9% | -38.7% | -38.6% |
| 6M | -32.5% | +13.6% | -46.1% | -40.5% |
| YTD | +98.6% | +7.6% | +91.0% | +83.8% |
| 1Y | +93.6% | +10.2% | +83.4% | +75.4% |
| 3Y | +699.1% | +79.8% | +619.2% | +350.0% |
| 5Y | +481.0% | +58.0% | +423.0% | +260.8% |
| All | +481.0% | +58.1% | +422.9% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling