+48.9%
MSFT vs XEL
+47.8%
+1.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | -2.7% | -0.9% | -1.8% | -2.7% |
| 3M | +22.1% | -1.4% | +23.5% | +22.0% |
| 6M | +20.6% | -5.8% | +26.4% | +20.3% |
| YTD | +2.3% | +4.7% | -2.4% | +2.3% |
| 1Y | -0.5% | +9.1% | -9.6% | -0.2% |
| All | +48.9% | +47.8% | +1.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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