+1,967.8%
STX vs XLE
+165.3%
+1,802.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -17.3% | -6.7% | -10.6% | -14.7% |
| 30D | -35.9% | -4.4% | -31.5% | -34.7% |
| 3M | -37.3% | +4.0% | -41.3% | -38.4% |
| 6M | -35.8% | +13.2% | -49.0% | -39.3% |
| YTD | +82.7% | +41.9% | +40.8% | +55.5% |
| 1Y | +71.6% | +41.6% | +30.0% | +45.8% |
| 3Y | +635.3% | +64.0% | +571.3% | +482.8% |
| 5Y | +483.8% | +158.1% | +325.7% | +271.3% |
| 10Y | +1,967.8% | +163.9% | +1,803.8% | +1,268.4% |
| All | +1,967.8% | +165.3% | +1,802.5% | +1,268.4% |
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