+147.5%
XEL vs STT
+267.9%
-120.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | -1.4% | +0.1% | -1.0% |
| 30D | -2.9% | +2.2% | -5.1% | -3.3% |
| 3M | -2.7% | +18.8% | -21.5% | -5.5% |
| 6M | -6.5% | +57.9% | -64.4% | -13.5% |
| YTD | +3.6% | +51.0% | -47.4% | -3.6% |
| 1Y | +7.5% | +77.1% | -69.6% | -2.9% |
| 3Y | +46.3% | +199.8% | -153.5% | +20.1% |
| 5Y | +30.5% | +156.0% | -125.4% | +7.5% |
| All | +147.5% | +267.9% | -120.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling