+307.3%
SPY vs XLE
+167.3%
+140.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +0.1% | -7.9% | +8.0% | +2.9% |
| 30D | -3.3% | -4.8% | +1.5% | -1.9% |
| 3M | -2.4% | +8.4% | -10.8% | -5.5% |
| 6M | +2.6% | +12.7% | -10.1% | -2.5% |
| YTD | +11.2% | +41.3% | -30.0% | -3.3% |
| 1Y | +13.4% | +42.3% | -28.9% | -1.8% |
| 3Y | +79.9% | +65.1% | +14.8% | +46.0% |
| 5Y | +72.2% | +150.2% | -78.0% | +15.8% |
| 10Y | +307.3% | +163.9% | +143.4% | +154.9% |
| All | +307.3% | +167.3% | +140.0% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling