+173.9%
XLE vs SFM
+140.8%
+33.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.5% |
| 7D | -0.2% | -7.1% | +6.8% | +0.5% |
| 30D | -4.0% | -21.4% | +17.4% | -2.1% |
| 3M | +4.6% | -40.1% | +44.7% | +9.8% |
| 6M | +12.3% | -38.0% | +50.3% | +17.0% |
| YTD | +44.5% | -36.5% | +81.1% | +49.6% |
| 1Y | +42.4% | -35.2% | +77.6% | +46.9% |
| 3Y | +67.0% | +23.5% | +43.6% | +54.7% |
| 5Y | +161.9% | +109.7% | +52.2% | +118.9% |
| 10Y | +173.9% | +132.6% | +41.3% | +115.3% |
| All | +173.9% | +140.8% | +33.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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