+1.5%
SMR vs XEL
+30.0%
-28.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.3% |
| 7D | +4.7% | -1.2% | +5.9% | +5.1% |
| 30D | +3.2% | -2.9% | +6.1% | +4.0% |
| 3M | +9.9% | -2.7% | +12.6% | +10.4% |
| 6M | -15.1% | -6.5% | -8.6% | -13.9% |
| YTD | -27.9% | +3.6% | -31.6% | -29.3% |
| 1Y | -70.2% | +7.5% | -77.7% | -71.2% |
| 3Y | +72.5% | +46.3% | +26.1% | +48.9% |
| All | +1.5% | +30.0% | -28.6% | -8.5% |
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