-5.7%
STM vs XEL
+47.4%
-53.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -7.9% | +1.7% | -9.6% | -8.2% |
| 30D | -14.1% | +8.6% | -22.7% | -15.6% |
| 3M | -17.6% | +5.1% | -22.7% | -18.6% |
| 6M | -24.2% | +2.5% | -26.7% | -24.9% |
| YTD | +73.3% | +11.0% | +62.3% | +68.6% |
| 1Y | +90.1% | +2.7% | +87.3% | +87.9% |
| 3Y | +10.3% | +49.7% | -39.4% | -1.5% |
| 5Y | -5.7% | +46.1% | -51.9% | -12.4% |
| All | -5.7% | +47.4% | -53.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling