+3.6%
XLY vs XEL
+1.7%
+1.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.1% |
| 7D | +6.1% | +4.3% | +1.8% | +5.8% |
| 30D | +10.8% | +12.6% | -1.8% | +10.1% |
| 3M | +3.6% | +4.4% | -0.7% | +3.1% |
| 6M | +4.4% | +0.7% | +3.6% | +4.0% |
| YTD | +3.1% | +11.5% | -8.4% | +2.3% |
| 1Y | +3.6% | +1.7% | +1.8% | +5.2% |
| All | +3.6% | +1.7% | +1.8% | +5.2% |
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