+97.0%
STM vs XEL
+3.5%
+93.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | -8.4% | +9.3% | -17.7% | -8.9% |
| 3M | -15.8% | +5.3% | -21.1% | -16.1% |
| 6M | -22.8% | +2.2% | -25.0% | -23.2% |
| YTD | +79.4% | +12.3% | +67.0% | +76.3% |
| 1Y | +97.0% | +3.0% | +93.9% | +89.4% |
| All | +97.0% | +3.5% | +93.5% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling