+75.0%
SPY vs XLE
+55.1%
+19.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -12.0% | +9.3% | -0.1% |
| 30D | -5.4% | -2.7% | -2.6% | -5.1% |
| 3M | -4.1% | +6.6% | -10.7% | -6.0% |
| 6M | +0.7% | +9.5% | -8.8% | -2.2% |
| YTD | +8.7% | +40.6% | -31.9% | -4.6% |
| 1Y | +10.9% | +43.6% | -32.7% | -3.6% |
| 3Y | +75.0% | +58.1% | +16.9% | +46.9% |
| All | +75.0% | +55.1% | +19.9% | +46.9% |
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 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