+311.1%
SPY vs XLE
+170.5%
+140.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -2.4% | -4.0% | +1.6% | -1.2% |
| 3M | -1.2% | +4.6% | -5.8% | -3.1% |
| 6M | +3.3% | +12.3% | -9.0% | -1.6% |
| YTD | +12.3% | +44.5% | -32.3% | -3.2% |
| 1Y | +12.4% | +42.4% | -30.0% | -2.6% |
| 3Y | +78.8% | +67.0% | +11.8% | +44.5% |
| 5Y | +75.2% | +161.9% | -86.7% | +15.8% |
| 10Y | +311.1% | +173.9% | +137.2% | +155.5% |
| All | +311.1% | +170.5% | +140.6% | +155.5% |
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