+7.2%
XLP vs XEL
+8.7%
-1.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -1.3% | -1.5% | +0.2% | -0.9% |
| 3M | +1.8% | -0.2% | +2.1% | +2.0% |
| 6M | -0.8% | -5.4% | +4.6% | +0.5% |
| YTD | +9.5% | +5.6% | +3.9% | +8.9% |
| 1Y | +7.2% | +10.5% | -3.3% | +6.6% |
| All | +7.2% | +8.7% | -1.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling