+58.1%
XLE vs M
+100.8%
-42.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.3% |
| 7D | -12.0% | -4.3% | -7.7% | -11.8% |
| 30D | -2.7% | +1.3% | -4.0% | -2.9% |
| 3M | +6.6% | -7.4% | +13.9% | +7.0% |
| 6M | +9.5% | +18.3% | -8.8% | +7.4% |
| YTD | +40.6% | +7.6% | +33.0% | +38.9% |
| 1Y | +43.6% | +17.4% | +26.2% | +40.4% |
| 3Y | +58.1% | +108.4% | -50.3% | +39.8% |
| All | +58.1% | +100.8% | -42.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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