+123.8%
STX vs XLE
+50.1%
+73.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.7% | -3.4% | -9.4% |
| 7D | -20.2% | -7.2% | -13.0% | -21.9% |
| 30D | -37.2% | +0.1% | -37.3% | -36.5% |
| 3M | -34.1% | +9.2% | -43.2% | -31.2% |
| 6M | -24.5% | +8.4% | -32.8% | -21.5% |
| YTD | +102.9% | +44.9% | +58.1% | +148.4% |
| 1Y | +123.8% | +49.9% | +73.9% | +178.6% |
| All | +123.8% | +50.1% | +73.7% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling