+56.8%
SAP vs XEL
+33.1%
+23.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +2.6% | -1.5% | +4.1% | +2.8% |
| 3M | +16.3% | -0.2% | +16.5% | +16.2% |
| 6M | +6.4% | -5.4% | +11.8% | +7.2% |
| YTD | -11.4% | +5.6% | -17.1% | -12.9% |
| 1Y | -20.4% | +10.5% | -30.9% | -22.6% |
| 3Y | +56.5% | +49.2% | +7.3% | +41.1% |
| 5Y | +56.8% | +30.1% | +26.7% | +45.5% |
| All | +56.8% | +33.1% | +23.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling