+30.5%
XEL vs SPXU
-85.5%
+116.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -0.8% |
| 7D | -1.2% | +6.4% | -7.6% | -0.6% |
| 30D | -2.9% | +5.9% | -8.8% | -2.3% |
| 3M | -2.7% | -11.7% | +9.0% | -3.9% |
| 6M | -6.5% | -28.7% | +22.2% | -9.6% |
| YTD | +3.6% | -26.4% | +30.0% | +0.7% |
| 1Y | +7.5% | -35.2% | +42.7% | +3.0% |
| 3Y | +46.3% | -79.8% | +126.1% | +22.7% |
| 5Y | +30.5% | -86.1% | +116.6% | +5.7% |
| All | +30.5% | -85.5% | +116.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling