+178.7%
XLE vs S
-49.1%
+227.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.7% | +1.4% | -8.1% | -6.8% |
| 30D | -4.4% | -10.8% | +6.4% | -4.1% |
| 3M | +4.0% | +5.4% | -1.4% | +3.6% |
| 6M | +13.2% | +41.2% | -28.1% | +11.3% |
| YTD | +41.9% | +56.2% | -14.3% | +38.8% |
| 1Y | +41.6% | +36.3% | +5.3% | +39.3% |
| 3Y | +64.0% | +49.4% | +14.6% | +59.1% |
| 5Y | +158.1% | -66.9% | +225.0% | +152.8% |
| All | +178.7% | -49.1% | +227.8% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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