+167.2%
XLE vs SM
+8.2%
+159.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -12.0% | -25.9% | +13.9% | -4.8% |
| 30D | -2.7% | -15.1% | +12.4% | +1.4% |
| 3M | +6.6% | +4.9% | +1.7% | +4.6% |
| 6M | +9.5% | +6.1% | +3.4% | +6.5% |
| YTD | +40.6% | +63.4% | -22.9% | +20.6% |
| 1Y | +43.6% | +72.5% | -28.9% | +21.3% |
| 3Y | +58.1% | -16.9% | +75.0% | +56.9% |
| 5Y | +152.2% | -10.6% | +162.8% | +137.7% |
| All | +167.2% | +8.2% | +159.0% | +52.1% |
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