+44.8%
XLP vs XEL
+53.0%
-8.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.5% | +2.4% | +0.1% | +1.8% |
| 30D | +7.3% | +8.3% | -1.0% | +4.9% |
| 3M | +8.1% | +4.2% | +3.9% | +6.8% |
| 6M | +10.5% | +3.7% | +6.8% | +9.2% |
| YTD | +21.2% | +13.1% | +8.1% | +16.9% |
| 1Y | +22.7% | +5.0% | +17.7% | +20.7% |
| 3Y | +44.8% | +55.0% | -10.2% | +31.8% |
| All | +44.8% | +53.0% | -8.2% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling