+5,976.4%
SO vs XEL
+1,934.3%
+4,042.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | -4.6% | -1.9% | -2.7% | -3.6% |
| 3M | -3.0% | -1.9% | -1.1% | -2.1% |
| 6M | -8.3% | -7.4% | -0.8% | -4.6% |
| YTD | +3.5% | +4.1% | -0.5% | +1.4% |
| 1Y | -0.9% | +8.0% | -9.0% | -5.0% |
| 3Y | +45.4% | +48.4% | -3.0% | +17.8% |
| 5Y | +59.6% | +27.2% | +32.4% | +40.0% |
| 10Y | +156.6% | +146.8% | +9.8% | +70.3% |
| All | +5,976.4% | +1,934.3% | +4,042.0% | +1,440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling