+2,071.0%
STX vs XLE
+167.3%
+1,903.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.6% |
| 7D | -14.8% | -7.9% | -6.9% | -11.7% |
| 30D | -35.4% | -4.8% | -30.5% | -34.0% |
| 3M | -37.7% | +8.4% | -46.0% | -39.8% |
| 6M | -35.2% | +12.7% | -47.9% | -38.6% |
| YTD | +84.4% | +41.3% | +43.1% | +57.2% |
| 1Y | +82.3% | +42.3% | +40.0% | +54.5% |
| 3Y | +646.2% | +65.1% | +581.2% | +489.7% |
| 5Y | +487.4% | +150.2% | +337.2% | +278.6% |
| 10Y | +2,071.0% | +163.9% | +1,907.1% | +1,341.2% |
| All | +2,071.0% | +167.3% | +1,903.7% | +1,341.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling