+320.7%
XLE vs SGOV
+20.2%
+300.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.7% |
| 30D | +6.6% | +0.3% | +6.3% | +7.7% |
| 3M | +12.3% | +0.9% | +11.3% | +16.2% |
| 6M | +18.4% | +1.8% | +16.5% | +26.8% |
| YTD | +47.2% | +2.5% | +44.7% | +62.1% |
| 1Y | +50.3% | +3.8% | +46.5% | +74.8% |
| 3Y | +55.3% | +14.4% | +40.9% | +218.9% |
| 5Y | +226.0% | +20.1% | +205.8% | +705.2% |
| All | +320.7% | +20.2% | +300.4% | +955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling