+167.2%
XLE vs SFM
+138.2%
+29.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.5% |
| 7D | -12.0% | -1.2% | -10.8% | -12.0% |
| 30D | -2.7% | -24.8% | +22.0% | -0.3% |
| 3M | +6.6% | -43.7% | +50.3% | +12.6% |
| 6M | +9.5% | -37.3% | +46.8% | +13.9% |
| YTD | +40.6% | -38.4% | +78.9% | +45.9% |
| 1Y | +43.6% | -36.9% | +80.5% | +48.5% |
| 3Y | +58.1% | +20.7% | +37.4% | +46.7% |
| 5Y | +152.2% | +103.5% | +48.7% | +111.7% |
| All | +167.2% | +138.2% | +29.0% | +109.8% |
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