+1,106.7%
XLY vs XEL
+740.0%
+366.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.2% | -3.9% | -0.2% | -3.2% |
| 3M | -2.7% | -2.8% | +0.1% | -2.1% |
| 6M | -0.6% | -5.4% | +4.8% | +0.5% |
| YTD | -5.0% | +3.8% | -8.8% | -6.4% |
| 1Y | -4.1% | +6.8% | -10.9% | -6.4% |
| 3Y | +33.6% | +45.6% | -12.0% | +18.3% |
| 5Y | +28.7% | +30.7% | -2.0% | +16.6% |
| 10Y | +219.6% | +151.7% | +67.9% | +141.1% |
| All | +1,106.7% | +740.0% | +366.7% | +577.9% |
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