+248.8%
XLF vs STM
+672.2%
-423.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -1.2% | -4.9% | +3.8% | -0.2% |
| 3M | +9.2% | -34.0% | +43.2% | +18.2% |
| 6M | +16.3% | +51.8% | -35.5% | +0.1% |
| YTD | +5.4% | +99.4% | -93.9% | -16.2% |
| 1Y | +7.6% | +99.1% | -91.5% | -15.2% |
| 3Y | +74.2% | +19.5% | +54.7% | +50.0% |
| 5Y | +66.1% | +19.5% | +46.6% | +37.2% |
| All | +248.8% | +672.2% | -423.4% | +84.2% |
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