+43.6%
XLE vs S
+31.6%
+12.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | 0.0% |
| 7D | -12.0% | -13.4% | +1.4% | -12.1% |
| 30D | -2.7% | -14.0% | +11.2% | -2.8% |
| 3M | +6.6% | +4.9% | +1.7% | +7.0% |
| 6M | +9.5% | +42.0% | -32.5% | +10.9% |
| YTD | +40.6% | +45.1% | -4.6% | +42.5% |
| 1Y | +43.6% | +33.1% | +10.5% | +46.6% |
| All | +43.6% | +31.6% | +12.0% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling