+49.2%
XEL vs STT
+203.8%
-154.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.7% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | -1.5% | +3.9% | -5.4% | -2.2% |
| 3M | -0.2% | +19.2% | -19.4% | -3.3% |
| 6M | -5.4% | +60.4% | -65.8% | -13.6% |
| YTD | +5.6% | +51.5% | -45.8% | -2.7% |
| 1Y | +10.5% | +76.3% | -65.8% | -2.2% |
| 3Y | +49.2% | +200.7% | -151.6% | +10.3% |
| All | +49.2% | +203.8% | -154.6% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling