+698.5%
STX vs XLE
+69.3%
+629.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | +16.8% | +4.4% | +12.5% | +15.5% |
| 30D | -27.0% | -4.3% | -22.8% | -26.2% |
| 3M | -37.9% | +6.0% | -43.9% | -38.8% |
| 6M | -32.5% | +13.2% | -45.7% | -34.7% |
| YTD | +98.6% | +46.7% | +51.9% | +71.1% |
| 1Y | +93.6% | +46.6% | +47.0% | +66.4% |
| All | +698.5% | +69.3% | +629.2% | +568.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling