+54.6%
XLE vs S
+16.9%
+37.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | -7.7% | +9.9% | +2.5% |
| 30D | +11.8% | -5.3% | +17.1% | +11.9% |
| 3M | +9.8% | +20.3% | -10.4% | +8.9% |
| 6M | +15.6% | +47.4% | -31.8% | +13.6% |
| YTD | +45.3% | +32.5% | +12.7% | +43.3% |
| 1Y | +48.3% | +9.5% | +38.8% | +47.6% |
| All | +54.6% | +16.9% | +37.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling