+147.8%
XEL vs SPY
+322.5%
-174.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -3.9% | -1.1% | -2.9% | -3.5% |
| 3M | -2.8% | +3.9% | -6.7% | -4.7% |
| 6M | -5.4% | +13.6% | -19.0% | -11.5% |
| YTD | +3.8% | +12.7% | -8.9% | -2.7% |
| 1Y | +6.8% | +17.5% | -10.7% | -2.1% |
| 3Y | +45.6% | +76.9% | -31.3% | +4.6% |
| 5Y | +30.7% | +83.6% | -52.9% | -9.7% |
| All | +147.8% | +322.5% | -174.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling