+46.3%
XEL vs S
-51.5%
+97.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.5% |
| 7D | +1.4% | +4.1% | -2.7% | +1.4% |
| 30D | +9.2% | -7.2% | +16.4% | +9.2% |
| 3M | +4.5% | 0.0% | +4.6% | +4.5% |
| 6M | +3.6% | +41.6% | -38.0% | +3.5% |
| YTD | +12.9% | +48.6% | -35.7% | +12.7% |
| 1Y | +4.1% | +30.0% | -25.9% | +4.0% |
| 3Y | +52.3% | +42.2% | +10.2% | +51.1% |
| 5Y | +51.6% | -70.8% | +122.4% | +45.6% |
| All | +46.3% | -51.5% | +97.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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