+34.4%
XEL vs S
-57.1%
+91.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -3.9% | -11.4% | +7.5% | -3.9% |
| 3M | -2.8% | +33.8% | -36.6% | -2.9% |
| 6M | -5.4% | +39.5% | -44.9% | -5.6% |
| YTD | +3.8% | +31.7% | -27.9% | +3.6% |
| 1Y | +6.8% | +7.0% | -0.2% | +6.8% |
| 3Y | +45.6% | +11.8% | +33.8% | +44.7% |
| 5Y | +30.7% | -69.0% | +99.7% | +26.1% |
| All | +34.4% | -57.1% | +91.5% | +33.7% |
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