+468.7%
SPCX vs XLE
+50.8%
+417.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -0.3% | -12.0% | +11.7% | -25.9% |
| 30D | -19.9% | -2.7% | -17.1% | -25.0% |
| 3M | +16.8% | +6.6% | +10.3% | +35.7% |
| 6M | +510.9% | +4.6% | +506.3% | +641.2% |
| YTD | +516.3% | +40.6% | +475.8% | +634.0% |
| 1Y | +421.3% | +43.6% | +377.7% | +520.8% |
| All | +468.7% | +50.8% | +417.9% | +580.6% |
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