+41.0%
XLE vs SM
+62.4%
-21.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.4% |
| 7D | -7.9% | -22.3% | +14.4% | -0.1% |
| 30D | -4.8% | -21.4% | +16.5% | +2.9% |
| 3M | +8.4% | +1.4% | +7.0% | +7.3% |
| 6M | +12.7% | +0.1% | +12.6% | +11.1% |
| YTD | +41.3% | +59.0% | -17.7% | +18.2% |
| All | +41.0% | +62.4% | -21.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling