+6.8%
XEL vs SPY
+18.1%
-11.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -3.9% | -1.1% | -2.9% | -4.0% |
| 3M | -2.8% | +3.9% | -6.7% | -2.7% |
| 6M | -5.4% | +13.6% | -19.0% | -5.7% |
| YTD | +3.8% | +12.7% | -8.9% | +3.2% |
| 1Y | +6.8% | +17.5% | -10.7% | +7.6% |
| All | +6.8% | +18.1% | -11.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling