+52.3%
MSFT vs XLE
+55.1%
-2.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -12.0% | +13.7% | +2.4% |
| 30D | +0.2% | -2.7% | +2.9% | +0.2% |
| 3M | +6.4% | +6.6% | -0.2% | +5.5% |
| 6M | +28.7% | +9.5% | +19.2% | +27.2% |
| YTD | +10.4% | +40.6% | -30.1% | +4.6% |
| 1Y | +7.6% | +43.6% | -36.0% | +1.4% |
| 3Y | +52.3% | +58.1% | -5.8% | +42.8% |
| All | +52.3% | +55.1% | -2.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 3y: compounded portfolio wealth divided by compounded XLE 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…
3y analysis · Full analysis span regression · 6 months rolling