+508.9%
XLP vs XEL
+742.5%
-233.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.0% | -1.0% | -0.1% | -0.8% |
| 30D | -0.9% | -1.9% | +1.0% | -0.4% |
| 3M | +3.8% | -1.9% | +5.7% | +4.3% |
| 6M | -1.7% | -7.4% | +5.7% | +0.1% |
| YTD | +10.3% | +4.1% | +6.2% | +8.9% |
| 1Y | +7.8% | +8.0% | -0.3% | +5.3% |
| 3Y | +27.2% | +48.4% | -21.2% | +13.7% |
| 5Y | +32.5% | +27.2% | +5.3% | +22.7% |
| 10Y | +101.8% | +146.8% | -45.0% | +60.9% |
| All | +508.9% | +742.5% | -233.5% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling