+9,929.9%
STX vs XLF
+413.3%
+9,516.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | +14.6% | +2.7% | +11.9% | +12.8% |
| 30D | -26.0% | +7.6% | -33.6% | -29.3% |
| 3M | -42.6% | +1.1% | -43.7% | -43.3% |
| 6M | -35.3% | +15.9% | -51.2% | -41.6% |
| YTD | +92.5% | +8.4% | +84.0% | +81.0% |
| 1Y | +102.4% | +12.5% | +89.9% | +86.0% |
| 3Y | +673.8% | +81.6% | +592.3% | +428.9% |
| 5Y | +463.1% | +59.3% | +403.8% | +320.0% |
| 10Y | +2,014.6% | +225.4% | +1,789.1% | +912.5% |
| All | +9,929.9% | +413.3% | +9,516.5% | +2,881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling