+9.1%
XEL vs SN
+47.1%
-38.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.0% |
| 7D | +0.9% | -3.4% | +4.3% | +0.8% |
| 30D | -0.9% | -9.1% | +8.2% | -1.1% |
| 3M | -1.4% | +31.8% | -33.2% | -0.6% |
| 6M | -5.8% | +52.0% | -57.8% | -4.9% |
| YTD | +4.7% | +51.3% | -46.6% | +6.1% |
| 1Y | +9.1% | +46.9% | -37.8% | +11.1% |
| All | +9.1% | +47.1% | -38.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling