+36.4%
UPS vs XEL
+151.6%
-115.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.0% | -3.9% | +2.0% | -0.7% |
| 3M | -6.2% | -2.8% | -3.4% | -5.4% |
| 6M | +2.8% | -5.4% | +8.2% | +4.4% |
| YTD | +5.9% | +3.8% | +2.1% | +4.2% |
| 1Y | +26.2% | +6.8% | +19.4% | +22.6% |
| 3Y | -26.0% | +45.6% | -71.6% | -36.6% |
| 5Y | -34.3% | +30.7% | -65.0% | -42.0% |
| All | +36.4% | +151.6% | -115.2% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling