+53.3%
XLE vs SFM
-45.2%
+98.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | 0.0% | -5.8% | +5.8% | +0.1% |
| 30D | +12.6% | -11.4% | +24.0% | +12.9% |
| 3M | +11.8% | -12.2% | +24.0% | +12.2% |
| 6M | +16.1% | -5.2% | +21.2% | +16.0% |
| YTD | +46.9% | -4.5% | +51.3% | +46.5% |
| 1Y | +53.3% | -45.4% | +98.6% | +49.7% |
| All | +53.3% | -45.2% | +98.5% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling