+425.1%
XLF vs STT
+714.4%
-289.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | +5.1% | -3.9% | -1.5% |
| 30D | +6.2% | -0.2% | +6.4% | +6.2% |
| 3M | +0.9% | -8.1% | +9.0% | +5.4% |
| 6M | +13.6% | +16.6% | -3.0% | +3.9% |
| YTD | +7.6% | +37.8% | -30.3% | -10.6% |
| 1Y | +10.2% | +46.8% | -36.7% | -11.6% |
| 3Y | +79.8% | +181.2% | -101.3% | -0.2% |
| 5Y | +58.0% | +105.1% | -47.1% | -0.3% |
| 10Y | +222.8% | +202.3% | +20.5% | +55.0% |
| All | +425.1% | +714.4% | -289.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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