+46.6%
XLE vs SFM
-34.4%
+81.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | -4.3% | -19.2% | +14.9% | -4.1% |
| 3M | +6.0% | -40.3% | +46.3% | +7.0% |
| 6M | +13.2% | -40.9% | +54.1% | +14.4% |
| YTD | +46.7% | -35.5% | +82.2% | +48.1% |
| 1Y | +46.6% | -37.4% | +84.1% | +48.4% |
| All | +46.6% | -34.4% | +81.1% | +48.4% |
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