+21.1%
STM vs XEL
+50.2%
-29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +5.2% | +1.3% | +3.9% | +5.1% |
| 30D | -7.4% | -1.5% | -5.8% | -7.3% |
| 3M | -30.6% | -0.2% | -30.4% | -30.8% |
| 6M | +66.4% | -5.4% | +71.8% | +66.5% |
| YTD | +101.1% | +5.6% | +95.5% | +99.9% |
| 1Y | +97.4% | +10.5% | +86.9% | +95.3% |
| 3Y | +21.1% | +49.2% | -28.0% | +16.7% |
| All | +21.1% | +50.2% | -29.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling