+9.0%
XLF vs STM
+99.3%
-90.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | +9.1% | -29.6% | +38.8% | +10.0% |
| 6M | +14.4% | +54.4% | -40.0% | +7.1% |
| YTD | +5.1% | +99.5% | -94.4% | -3.9% |
| All | +9.0% | +99.3% | -90.3% | -0.4% |
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