+14.7%
XLF vs STM
+92.4%
-77.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.1% | +9.6% | +3.6% |
| 7D | +5.5% | -6.0% | +11.5% | +5.6% |
| 30D | +9.9% | -20.9% | +30.8% | +10.4% |
| 3M | +2.6% | -15.8% | +18.4% | +2.9% |
| 6M | +15.6% | -17.0% | +32.6% | +13.4% |
| YTD | +9.4% | +76.8% | -67.4% | -3.2% |
| 1Y | +14.7% | +96.5% | -81.8% | -1.1% |
| All | +14.7% | +92.4% | -77.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling