+49.7%
XEL vs STT
+180.5%
-130.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +8.6% | -1.9% | +10.5% | +8.8% |
| 3M | +5.1% | -7.6% | +12.6% | +6.3% |
| 6M | +2.5% | +16.0% | -13.5% | -0.4% |
| YTD | +11.0% | +36.2% | -25.2% | +4.3% |
| 1Y | +2.7% | +46.8% | -44.0% | -5.2% |
| 3Y | +49.7% | +177.8% | -128.1% | +16.3% |
| All | +49.7% | +180.5% | -130.8% | +16.3% |
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