+1,972.8%
STX vs XEL
+187.7%
+1,785.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +2.4% | +12.2% | +14.0% |
| 30D | -26.0% | +8.3% | -34.3% | -27.4% |
| 3M | -42.6% | +4.2% | -46.8% | -43.3% |
| 6M | -35.3% | +3.7% | -39.0% | -36.3% |
| YTD | +92.5% | +13.1% | +79.4% | +84.6% |
| 1Y | +102.4% | +5.0% | +97.4% | +98.2% |
| 3Y | +673.8% | +55.0% | +618.9% | +561.8% |
| 5Y | +463.1% | +51.8% | +411.2% | +379.7% |
| All | +1,972.8% | +187.7% | +1,785.2% | +1,475.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling