+1,443.7%
XEL vs SM
+1,608.3%
-164.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | +26.3% | -28.2% | -2.9% |
| 3M | -1.9% | +8.7% | -10.6% | -2.4% |
| 6M | -7.4% | +51.7% | -59.1% | -9.3% |
| YTD | +4.1% | +99.0% | -95.0% | +0.8% |
| 1Y | +8.0% | +34.6% | -26.5% | +6.2% |
| 3Y | +48.4% | -7.8% | +56.1% | +46.7% |
| 5Y | +27.2% | +104.8% | -77.5% | +20.0% |
| 10Y | +146.8% | +7.2% | +139.6% | +115.8% |
| All | +1,443.7% | +1,608.3% | -164.6% | +916.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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