+54.7%
XEL vs COMP
+414.9%
-360.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +1.4% | +8.9% | -7.5% | +1.1% |
| 30D | +9.2% | +14.0% | -4.8% | +8.6% |
| 3M | +4.5% | -21.1% | +25.7% | +5.2% |
| 6M | +3.6% | +20.1% | -16.5% | +2.6% |
| YTD | +12.9% | -5.0% | +17.9% | +12.4% |
| 1Y | +4.1% | +5.7% | -1.6% | +3.0% |
| All | +54.7% | +414.9% | -360.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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