+147.1%
XLE vs SFM
+132.6%
+14.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | -4.4% | +16.1% | +12.3% |
| 3M | +9.8% | +1.5% | +8.3% | +9.2% |
| 6M | +15.6% | +6.5% | +9.1% | +13.8% |
| YTD | +45.3% | +2.2% | +43.1% | +43.5% |
| 1Y | +48.3% | -41.9% | +90.2% | +56.8% |
| 3Y | +55.4% | +106.8% | -51.3% | +35.9% |
| 5Y | +216.1% | +231.6% | -15.5% | +151.5% |
| 10Y | +178.4% | +258.4% | -80.0% | +108.0% |
| All | +147.1% | +132.6% | +14.6% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling