+2,016.3%
STM vs XEL
+1,312.4%
+704.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -8.4% | +9.3% | -17.7% | -11.4% |
| 3M | -15.8% | +5.3% | -21.1% | -17.5% |
| 6M | -22.8% | +2.2% | -25.0% | -23.9% |
| YTD | +79.4% | +12.3% | +67.0% | +70.8% |
| 1Y | +97.0% | +3.0% | +93.9% | +93.2% |
| 3Y | +14.2% | +51.6% | -37.4% | -4.5% |
| 5Y | -4.5% | +50.0% | -54.4% | -20.4% |
| 10Y | +463.1% | +183.8% | +279.3% | +266.4% |
| All | +2,016.3% | +1,312.4% | +704.0% | +694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling