+172.7%
XLE vs SM
+5.6%
+167.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | +26.3% | -14.5% | +4.8% |
| 3M | +9.8% | +8.7% | +1.1% | +6.7% |
| 6M | +15.6% | +51.7% | -36.1% | +2.0% |
| YTD | +45.3% | +99.0% | -53.8% | +18.7% |
| 1Y | +48.3% | +34.6% | +13.7% | +33.8% |
| 3Y | +55.4% | -7.8% | +63.2% | +50.3% |
| 5Y | +216.1% | +104.8% | +111.3% | +142.8% |
| All | +172.7% | +5.6% | +167.1% | +54.9% |
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