+1,077.4%
STX vs XLF
+65.1%
+1,012.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +9.6% | -1.0% | +10.6% | +10.3% |
| 30D | +10.6% | -1.3% | +11.9% | +11.5% |
| 3M | +4.8% | +9.1% | -4.4% | -3.9% |
| 6M | +137.3% | +14.4% | +122.9% | +107.8% |
| YTD | +222.5% | +5.1% | +217.4% | +204.6% |
| 1Y | +366.2% | +8.6% | +357.6% | +324.9% |
| 3Y | +1,352.9% | +74.4% | +1,278.5% | +741.5% |
| 5Y | +1,077.4% | +64.4% | +1,013.1% | +610.0% |
| All | +1,077.4% | +65.1% | +1,012.4% | +610.0% |
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