+19.0%
SPGI vs XEL
+50.2%
-31.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +5.4% | -1.5% | +6.9% | +5.7% |
| 3M | +9.0% | -0.2% | +9.2% | +9.1% |
| 6M | +0.8% | -5.4% | +6.2% | +1.6% |
| YTD | -12.6% | +5.6% | -18.2% | -14.0% |
| 1Y | -16.1% | +10.5% | -26.6% | -18.5% |
| 3Y | +19.0% | +49.2% | -30.2% | +9.6% |
| All | +19.0% | +50.2% | -31.2% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling