+10.3%
STM vs XEL
+50.4%
-40.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -7.9% | +1.7% | -9.6% | -7.9% |
| 30D | -14.1% | +8.6% | -22.7% | -14.4% |
| 3M | -17.6% | +5.1% | -22.7% | -17.8% |
| 6M | -24.2% | +2.5% | -26.7% | -24.5% |
| YTD | +73.3% | +11.0% | +62.3% | +72.3% |
| 1Y | +90.1% | +2.7% | +87.3% | +89.2% |
| 3Y | +10.3% | +49.7% | -39.4% | +9.8% |
| All | +10.3% | +50.4% | -40.1% | +9.8% |
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