+68.4%
XLE vs SM
-3.8%
+72.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | -0.3% |
| 7D | +4.4% | +10.6% | -6.2% | +0.6% |
| 30D | -4.3% | -15.0% | +10.7% | +0.9% |
| 3M | +6.0% | +1.7% | +4.4% | +4.5% |
| 6M | +13.2% | +5.9% | +7.3% | +8.9% |
| YTD | +46.7% | +79.0% | -32.3% | +15.5% |
| 1Y | +46.6% | +84.7% | -38.0% | +13.9% |
| All | +68.4% | -3.8% | +72.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling