+225.2%
XLF vs STM
+468.1%
-242.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.5% |
| 30D | +6.5% | -8.4% | +14.9% | +7.9% |
| 3M | +1.8% | -15.8% | +17.6% | +4.7% |
| 6M | +15.4% | -22.8% | +38.2% | +17.4% |
| YTD | +8.4% | +79.4% | -71.0% | -12.9% |
| 1Y | +11.9% | +97.0% | -85.1% | -12.4% |
| 3Y | +81.1% | +14.2% | +66.9% | +55.4% |
| 5Y | +59.5% | -4.5% | +63.9% | +38.7% |
| 10Y | +225.2% | +463.1% | -237.9% | +79.0% |
| All | +225.2% | +468.1% | -242.9% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling