+70.0%
XLE vs S
+41.6%
+28.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +5.3% |
| 30D | -3.9% | -2.7% | -1.2% | -3.9% |
| 3M | +7.0% | -6.9% | +13.9% | +7.2% |
| 6M | +14.2% | +38.1% | -23.9% | +12.4% |
| YTD | +48.2% | +48.0% | +0.2% | +45.2% |
| 1Y | +47.7% | +34.5% | +13.2% | +45.4% |
| 3Y | +70.0% | +38.3% | +31.7% | +67.9% |
| All | +70.0% | +41.6% | +28.4% | +67.9% |
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