+78.0%
XLF vs STM
+23.1%
+54.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | 0.0% | +5.8% | -5.8% | -0.5% |
| 30D | +0.2% | -1.0% | +1.2% | +0.2% |
| 3M | +11.7% | -33.3% | +45.0% | +15.5% |
| 6M | +13.8% | +57.4% | -43.6% | +4.1% |
| YTD | +7.0% | +102.2% | -95.2% | -5.9% |
| 1Y | +9.1% | +99.6% | -90.5% | -4.4% |
| All | +78.0% | +23.1% | +54.9% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling