+664.5%
STM vs XEL
+146.5%
+518.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | -5.2% | -0.9% | -4.3% | -5.0% |
| 3M | -29.6% | -1.4% | -28.2% | -29.6% |
| 6M | +54.4% | -5.8% | +60.2% | +56.6% |
| YTD | +99.5% | +4.7% | +94.8% | +95.4% |
| 1Y | +100.8% | +9.1% | +91.7% | +93.4% |
| 3Y | +20.2% | +47.8% | -27.7% | +2.0% |
| 5Y | +21.1% | +29.0% | -7.9% | +7.6% |
| 10Y | +664.5% | +154.0% | +510.5% | +572.9% |
| All | +664.5% | +146.5% | +518.0% | +572.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling