+2,062.5%
XEL vs SAN
+1,735.1%
+327.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +2.4% | +4.0% | -1.6% | +1.8% |
| 30D | +8.3% | -7.8% | +16.1% | +9.5% |
| 3M | +4.2% | -16.4% | +20.5% | +6.7% |
| 6M | +3.7% | +3.5% | +0.2% | +2.7% |
| YTD | +13.1% | +6.7% | +6.4% | +10.9% |
| 1Y | +5.0% | +14.5% | -9.5% | +1.8% |
| 3Y | +55.0% | +243.5% | -188.6% | +25.7% |
| 5Y | +51.8% | +296.2% | -244.4% | +18.0% |
| 10Y | +185.6% | +268.5% | -82.9% | +113.1% |
| All | +2,062.5% | +1,735.1% | +327.4% | +1,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling