+425.1%
XLF vs STM
+487.0%
-61.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.2% | +16.3% | -15.1% | -3.2% |
| 30D | +6.2% | -6.3% | +12.5% | +7.3% |
| 3M | +0.9% | -14.1% | +15.0% | +3.8% |
| 6M | +13.6% | -19.6% | +33.2% | +15.0% |
| YTD | +7.6% | +80.1% | -72.6% | -16.3% |
| 1Y | +10.2% | +95.4% | -85.2% | -16.6% |
| 3Y | +79.8% | +14.7% | +65.1% | +49.9% |
| 5Y | +58.0% | -5.4% | +63.4% | +34.5% |
| 10Y | +222.8% | +465.5% | -242.7% | +40.2% |
| All | +425.1% | +487.0% | -61.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling