+1,077.4%
STX vs XEL
+29.4%
+1,048.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +9.6% | +0.9% | +8.7% | +9.5% |
| 30D | +10.6% | -0.9% | +11.5% | +10.7% |
| 3M | +4.8% | -1.4% | +6.2% | +4.7% |
| 6M | +137.3% | -5.8% | +143.1% | +138.2% |
| YTD | +222.5% | +4.7% | +217.8% | +218.3% |
| 1Y | +366.2% | +9.1% | +357.2% | +356.0% |
| 3Y | +1,352.9% | +47.8% | +1,305.1% | +1,231.3% |
| 5Y | +1,077.4% | +29.0% | +1,048.4% | +1,015.7% |
| All | +1,077.4% | +29.4% | +1,048.0% | +1,015.7% |
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 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