+16,011.1%
STX vs XLE
+986.3%
+15,024.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | +2.4% | +2.2% | +0.2% | +1.1% |
| 30D | +1.4% | +11.8% | -10.4% | -4.6% |
| 3M | -8.2% | +9.8% | -18.0% | -13.1% |
| 6M | +127.0% | +15.6% | +111.4% | +107.4% |
| YTD | +209.1% | +45.3% | +163.9% | +148.1% |
| 1Y | +365.4% | +48.3% | +317.1% | +267.3% |
| 3Y | +1,135.4% | +55.4% | +1,080.0% | +836.7% |
| 5Y | +991.5% | +216.1% | +775.4% | +436.4% |
| 10Y | +3,695.8% | +178.4% | +3,517.4% | +1,734.6% |
| All | +16,011.1% | +986.3% | +15,024.8% | +3,478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling