+16,011.1%
STX vs XLF
+406.5%
+15,604.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +1.4% | +0.2% | +1.2% | +1.1% |
| 3M | -8.2% | +11.7% | -19.9% | -14.9% |
| 6M | +127.0% | +13.8% | +113.2% | +107.8% |
| YTD | +209.1% | +7.0% | +202.2% | +194.0% |
| 1Y | +365.4% | +9.1% | +356.3% | +335.6% |
| 3Y | +1,135.4% | +75.6% | +1,059.8% | +763.9% |
| 5Y | +991.5% | +66.4% | +925.1% | +695.7% |
| 10Y | +3,695.8% | +250.3% | +3,445.5% | +1,647.7% |
| All | +16,011.1% | +406.5% | +15,604.6% | +4,742.3% |
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 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