+218.0%
XLE vs S
-71.4%
+289.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 6M | +15.6% | +47.4% | -31.8% | +13.3% |
| YTD | +45.3% | +32.5% | +12.7% | +42.9% |
| 1Y | +48.3% | +9.5% | +38.8% | +47.1% |
| 3Y | +55.4% | +15.5% | +39.9% | +52.0% |
| All | +218.0% | -71.4% | +289.4% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling