+63.3%
SLB vs XEL
+9.9%
+53.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.9% | +0.9% | -2.8% | -1.9% |
| 30D | +7.8% | -0.9% | +8.7% | +7.8% |
| 3M | +2.7% | -1.4% | +4.1% | +3.0% |
| 6M | +22.2% | -5.8% | +28.0% | +23.4% |
| YTD | +51.1% | +4.7% | +46.4% | +50.7% |
| 1Y | +63.3% | +9.1% | +54.3% | +59.7% |
| All | +63.3% | +9.9% | +53.4% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling