+47.6%
XOP vs XEL
+7.2%
+40.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +2.6% | -1.0% | +3.5% | +2.6% |
| 30D | +15.4% | -1.9% | +17.4% | +15.4% |
| 3M | +12.1% | -1.9% | +14.0% | +12.0% |
| 6M | +19.7% | -7.4% | +27.1% | +20.5% |
| YTD | +52.4% | +4.1% | +48.3% | +48.3% |
| 1Y | +47.6% | +8.0% | +39.5% | +43.4% |
| All | +47.6% | +7.2% | +40.4% | +43.4% |
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