+929.4%
SPY vs XLE
+1,022.5%
-93.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | +0.1% | +11.8% | -11.7% | -4.8% |
| 3M | +2.0% | +9.8% | -7.8% | -2.6% |
| 6M | +13.0% | +15.6% | -2.6% | +4.8% |
| YTD | +13.5% | +45.3% | -31.7% | -5.1% |
| 1Y | +20.0% | +48.3% | -28.3% | -0.9% |
| 3Y | +77.2% | +55.4% | +21.8% | +41.3% |
| 5Y | +81.9% | +216.1% | -134.2% | +0.9% |
| 10Y | +314.1% | +178.4% | +135.7% | +124.0% |
| All | +929.4% | +1,022.5% | -93.1% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling