-66.3%
SE vs XEL
+29.4%
-95.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -5.3% | -0.9% | -4.4% | -5.2% |
| 3M | +28.1% | -1.4% | +29.5% | +28.1% |
| 6M | +20.7% | -5.8% | +26.5% | +21.1% |
| YTD | -14.8% | +4.7% | -19.5% | -15.6% |
| 1Y | -43.6% | +9.1% | -52.6% | -44.4% |
| 3Y | +184.2% | +47.8% | +136.4% | +166.9% |
| 5Y | -66.3% | +29.0% | -95.3% | -68.8% |
| All | -66.3% | +29.4% | -95.7% | -68.8% |
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 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