+65.5%
XLF vs STM
+20.9%
+44.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.2% | +5.2% | -5.0% | -0.6% |
| 30D | -0.5% | -7.4% | +6.8% | +0.6% |
| 3M | +10.6% | -30.6% | +41.3% | +16.0% |
| 6M | +14.3% | +66.4% | -52.1% | -0.5% |
| YTD | +5.5% | +101.1% | -95.6% | -12.2% |
| 1Y | +9.6% | +97.4% | -87.8% | -9.2% |
| 3Y | +75.2% | +21.1% | +54.0% | +55.6% |
| 5Y | +65.5% | +22.5% | +43.1% | +37.7% |
| All | +65.5% | +20.9% | +44.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling