+217.9%
XLE vs SGOV
+20.2%
+197.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.7% | 0.0% | +1.6% | +2.0% |
| 30D | +6.7% | +0.3% | +6.4% | +8.5% |
| 3M | +14.9% | +0.9% | +13.9% | +20.8% |
| 6M | +15.9% | +1.8% | +14.1% | +28.0% |
| YTD | +47.7% | +2.5% | +45.2% | +69.9% |
| 1Y | +50.7% | +3.8% | +46.9% | +86.9% |
| 3Y | +57.9% | +14.4% | +43.5% | +361.3% |
| All | +217.9% | +20.2% | +197.7% | +1,506.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling