+29.0%
XEL vs SAN
+384.1%
-355.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | -1.4% | +19.6% | -21.1% | -3.0% |
| 6M | -5.8% | +32.7% | -38.5% | -8.3% |
| YTD | +4.7% | +26.7% | -22.0% | +2.1% |
| 1Y | +9.1% | +51.6% | -42.6% | +4.3% |
| 3Y | +47.8% | +348.7% | -300.9% | +26.0% |
| 5Y | +29.0% | +378.7% | -349.7% | +5.9% |
| All | +29.0% | +384.1% | -355.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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