+2.2%
SPGI vs XEL
+29.4%
-27.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | +2.0% | -0.9% | +2.9% | +2.3% |
| 3M | +4.3% | -1.4% | +5.7% | +4.7% |
| 6M | -0.2% | -5.8% | +5.6% | +1.3% |
| YTD | -14.8% | +4.7% | -19.5% | -16.9% |
| 1Y | -18.5% | +9.1% | -27.6% | -21.9% |
| 3Y | +16.0% | +47.8% | -31.9% | -2.6% |
| 5Y | +2.2% | +29.0% | -26.8% | -8.1% |
| All | +2.2% | +29.4% | -27.2% | -8.1% |
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