+57.9%
SO vs XEL
+29.4%
+28.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.6% |
| 30D | -2.5% | -0.9% | -1.6% | -1.9% |
| 3M | -4.2% | -1.4% | -2.8% | -3.3% |
| 6M | -7.7% | -5.8% | -1.8% | -4.1% |
| YTD | +3.8% | +4.7% | -0.9% | +0.5% |
| 1Y | +0.1% | +9.1% | -9.0% | -6.0% |
| 3Y | +44.2% | +47.8% | -3.6% | +8.1% |
| 5Y | +57.9% | +29.0% | +28.9% | +32.0% |
| All | +57.9% | +29.4% | +28.4% | +32.0% |
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