+148.7%
XLK vs XEL
+29.8%
+118.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -0.6% | -3.9% | +3.3% | -0.2% |
| 3M | +2.6% | -2.8% | +5.4% | +2.8% |
| 6M | +34.0% | -5.4% | +39.4% | +34.6% |
| YTD | +30.7% | +3.8% | +26.9% | +29.2% |
| 1Y | +39.2% | +6.8% | +32.4% | +36.6% |
| 3Y | +120.4% | +45.6% | +74.8% | +99.4% |
| All | +148.7% | +29.8% | +118.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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