+1,383.2%
STX vs XEL
+50.2%
+1,333.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.6% |
| 7D | +10.7% | +1.3% | +9.4% | +10.8% |
| 30D | +11.3% | -1.5% | +12.8% | +11.2% |
| 3M | +3.2% | -0.2% | +3.4% | +3.0% |
| 6M | +157.0% | -5.4% | +162.4% | +156.3% |
| YTD | +229.2% | +5.6% | +223.6% | +228.1% |
| 1Y | +381.8% | +10.5% | +371.4% | +379.2% |
| 3Y | +1,383.2% | +49.2% | +1,334.0% | +1,386.7% |
| All | +1,383.2% | +50.2% | +1,333.0% | +1,386.7% |
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