+3,094.0%
SPY vs XEL
+1,421.9%
+1,672.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | -1.9% | +2.0% | +0.6% |
| 3M | +2.0% | -1.9% | +3.9% | +2.4% |
| 6M | +13.0% | -7.4% | +20.5% | +15.2% |
| YTD | +13.5% | +4.1% | +9.5% | +11.5% |
| 1Y | +20.0% | +8.0% | +11.9% | +16.2% |
| 3Y | +77.2% | +48.4% | +28.8% | +53.1% |
| 5Y | +81.9% | +27.2% | +54.6% | +63.9% |
| 10Y | +314.1% | +146.8% | +167.3% | +202.0% |
| All | +3,094.0% | +1,421.9% | +1,672.2% | +1,200.7% |
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