+150.1%
XEL vs STT
+269.0%
-118.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -0.9% | +2.8% | -3.7% | -1.4% |
| 3M | -1.4% | +18.1% | -19.5% | -4.2% |
| 6M | -5.8% | +59.2% | -65.0% | -13.0% |
| YTD | +4.7% | +51.5% | -46.8% | -2.7% |
| 1Y | +9.1% | +75.7% | -66.6% | -1.3% |
| 3Y | +47.8% | +200.8% | -152.9% | +21.3% |
| 5Y | +29.0% | +155.8% | -126.8% | +6.2% |
| All | +150.1% | +269.0% | -118.9% | +91.1% |
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