+40.4%
SMCI vs XLE
+55.1%
-14.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +23.7% | +8.5% | +15.2% | +20.1% |
| 3M | -4.2% | +14.6% | -18.8% | -9.3% |
| 6M | +21.7% | +17.6% | +4.2% | +11.4% |
| YTD | +33.0% | +48.1% | -15.1% | +4.9% |
| 1Y | -9.3% | +53.8% | -63.1% | -30.4% |
| All | +40.4% | +55.1% | -14.7% | +0.1% |
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