+149.7%
XLE vs SFM
+46.8%
+102.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | -4.3% | -19.2% | +14.9% | -2.5% |
| 3M | +6.0% | -40.3% | +46.3% | +11.8% |
| 6M | +13.2% | -40.9% | +54.1% | +19.1% |
| YTD | +46.7% | -35.5% | +82.2% | +52.0% |
| 1Y | +46.6% | -37.4% | +84.1% | +52.4% |
| 3Y | +69.6% | +25.5% | +44.1% | +56.4% |
| 5Y | +166.5% | +113.0% | +53.5% | +121.9% |
| 10Y | +178.0% | +136.3% | +41.7% | +117.2% |
| All | +149.7% | +46.8% | +102.9% | +108.0% |
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