+188.0%
XEL vs STT
+198.3%
-10.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +4.8% | -2.3% | +1.6% |
| 30D | +8.3% | +3.9% | +4.4% | +7.6% |
| 3M | +4.2% | -8.2% | +12.3% | +5.5% |
| 6M | +3.7% | +15.6% | -11.9% | +0.9% |
| YTD | +13.1% | +37.6% | -24.6% | +6.5% |
| 1Y | +5.0% | +50.1% | -45.1% | -2.7% |
| 3Y | +55.0% | +183.1% | -128.1% | +27.7% |
| 5Y | +51.8% | +104.8% | -53.0% | +29.1% |
| All | +188.0% | +198.3% | -10.2% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling