+54.6%
XLE vs SM
-7.7%
+62.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | +26.3% | -14.5% | +2.6% |
| 3M | +9.8% | +8.7% | +1.1% | +5.6% |
| 6M | +15.6% | +51.7% | -36.1% | -2.3% |
| YTD | +45.3% | +99.0% | -53.8% | +10.5% |
| 1Y | +48.3% | +34.6% | +13.7% | +29.3% |
| All | +54.6% | -7.7% | +62.3% | +44.9% |
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