+279.6%
XEL vs SFM
+132.6%
+147.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.9% | -4.4% | +2.5% | -1.6% |
| 3M | -1.9% | +1.5% | -3.4% | -2.2% |
| 6M | -7.4% | +6.5% | -13.9% | -8.3% |
| YTD | +4.1% | +2.2% | +1.9% | +3.3% |
| 1Y | +8.0% | -41.9% | +49.9% | +11.9% |
| 3Y | +48.4% | +106.8% | -58.4% | +36.6% |
| 5Y | +27.2% | +231.6% | -204.3% | +11.7% |
| 10Y | +146.8% | +258.4% | -111.6% | +110.8% |
| All | +279.6% | +132.6% | +147.0% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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