+163.9%
XLE vs SFM
+146.8%
+17.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -7.9% | -10.2% | +2.3% | -6.9% |
| 30D | -4.8% | -23.9% | +19.1% | -2.6% |
| 3M | +8.4% | -42.3% | +50.6% | +14.2% |
| 6M | +12.7% | -40.1% | +52.8% | +17.9% |
| YTD | +41.3% | -37.8% | +79.1% | +46.5% |
| 1Y | +42.3% | -37.1% | +79.4% | +47.2% |
| 3Y | +65.1% | +21.5% | +43.5% | +53.1% |
| 5Y | +150.2% | +103.8% | +46.4% | +110.1% |
| 10Y | +163.9% | +142.0% | +22.0% | +107.1% |
| All | +163.9% | +146.8% | +17.1% | +107.1% |
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