+30.1%
XEL vs S
-72.3%
+102.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.5% |
| 7D | +1.3% | -5.8% | +7.1% | +1.3% |
| 30D | -1.5% | -9.2% | +7.7% | -1.5% |
| 3M | -0.2% | +23.4% | -23.6% | -0.4% |
| 6M | -5.4% | +36.9% | -42.4% | -5.8% |
| YTD | +5.6% | +29.5% | -23.9% | +5.3% |
| 1Y | +10.5% | +5.4% | +5.0% | +10.4% |
| 3Y | +49.2% | +14.7% | +34.5% | +47.8% |
| 5Y | +30.1% | -71.5% | +101.6% | +24.9% |
| All | +30.1% | -72.3% | +102.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling