+667.4%
XEL vs SPYG
+559.2%
+108.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -0.9% | -1.7% | +0.8% | -0.3% |
| 3M | -1.4% | +3.6% | -5.1% | -3.0% |
| 6M | -5.8% | +16.6% | -22.4% | -11.6% |
| YTD | +4.7% | +13.4% | -8.7% | -0.8% |
| 1Y | +9.1% | +19.6% | -10.5% | +1.0% |
| 3Y | +47.8% | +99.8% | -51.9% | +9.4% |
| 5Y | +29.0% | +85.0% | -55.9% | -3.3% |
| 10Y | +154.0% | +422.1% | -268.1% | +23.3% |
| All | +667.4% | +559.2% | +108.2% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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