+1,403.7%
XEL vs SPG
+5,319.3%
-3,915.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -1.5% | -4.9% | +3.4% | -0.6% |
| 3M | -0.2% | +3.3% | -3.5% | -0.8% |
| 6M | -5.4% | +11.2% | -16.7% | -7.3% |
| YTD | +5.6% | +17.1% | -11.4% | +2.6% |
| 1Y | +10.5% | +21.6% | -11.1% | +6.5% |
| 3Y | +49.2% | +111.9% | -62.7% | +29.2% |
| 5Y | +30.1% | +106.9% | -76.8% | +11.8% |
| 10Y | +146.7% | +62.2% | +84.5% | +106.6% |
| All | +1,403.7% | +5,319.3% | -3,915.6% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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