+322.0%
XLE vs SGOV
+20.3%
+301.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.7% | 0.0% | +1.6% | +1.9% |
| 30D | +6.7% | +0.3% | +6.4% | +7.9% |
| 3M | +14.9% | +0.9% | +13.9% | +18.9% |
| 6M | +15.9% | +1.8% | +14.1% | +24.1% |
| YTD | +47.7% | +2.5% | +45.2% | +62.7% |
| 1Y | +50.7% | +3.8% | +46.9% | +75.2% |
| 3Y | +57.9% | +14.4% | +43.5% | +223.8% |
| 5Y | +227.0% | +20.2% | +206.8% | +706.7% |
| All | +322.0% | +20.3% | +301.8% | +957.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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