+102.9%
XLP vs XEL
+147.3%
-44.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -1.4% | +1.3% | -2.7% | -2.0% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | +1.8% | -0.2% | +2.1% | +1.8% |
| 6M | -0.8% | -5.4% | +4.6% | +1.2% |
| YTD | +9.5% | +5.6% | +3.9% | +6.5% |
| 1Y | +7.2% | +10.5% | -3.3% | +1.9% |
| 3Y | +27.1% | +49.2% | -22.1% | +4.0% |
| 5Y | +32.0% | +30.1% | +1.9% | +13.9% |
| 10Y | +102.9% | +146.7% | -43.8% | +31.3% |
| All | +102.9% | +147.3% | -44.4% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling