+163.9%
XLE vs SM
+4.9%
+159.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.3% |
| 7D | -7.9% | -22.3% | +14.4% | -1.6% |
| 30D | -4.8% | -21.4% | +16.5% | +1.3% |
| 3M | +8.4% | +1.4% | +7.0% | +7.3% |
| 6M | +12.7% | +0.1% | +12.6% | +11.3% |
| YTD | +41.3% | +59.0% | -17.7% | +22.1% |
| 1Y | +42.3% | +64.3% | -22.0% | +21.7% |
| 3Y | +65.1% | -13.1% | +78.2% | +62.0% |
| 5Y | +150.2% | -13.9% | +164.1% | +138.1% |
| 10Y | +163.9% | +1.7% | +162.2% | +53.0% |
| All | +163.9% | +4.9% | +159.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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