+166.9%
XLE vs SM
+5.5%
+161.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +9.4% | -4.0% | +1.7% |
| 30D | -3.9% | -14.4% | +10.4% | +1.4% |
| 3M | +7.0% | +1.6% | +5.5% | +5.2% |
| 6M | +14.2% | +6.3% | +7.9% | +9.1% |
| YTD | +48.2% | +78.8% | -30.6% | +13.4% |
| 1Y | +47.7% | +83.1% | -35.5% | +11.8% |
| 3Y | +70.0% | -5.9% | +75.9% | +57.7% |
| All | +166.9% | +5.5% | +161.4% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling