+552.8%
XLP vs XEL
+793.5%
-240.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +10.3% | +10.0% | +0.2% | +7.6% |
| 3M | +6.5% | +4.3% | +2.2% | +5.3% |
| 6M | +8.4% | +0.5% | +7.9% | +8.1% |
| YTD | +18.2% | +10.4% | +7.8% | +15.0% |
| 1Y | +22.4% | +2.0% | +20.4% | +21.5% |
| 3Y | +41.9% | +45.6% | -3.7% | +27.5% |
| 5Y | +40.9% | +46.6% | -5.8% | +25.9% |
| 10Y | +128.4% | +168.3% | -39.9% | +78.5% |
| All | +552.8% | +793.5% | -240.7% | +312.8% |
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 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