+988.3%
XLE vs SM
+780.6%
+207.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -12.0% | -25.9% | +13.9% | -4.0% |
| 30D | -2.7% | -15.1% | +12.4% | +1.9% |
| 3M | +6.6% | +4.9% | +1.7% | +4.3% |
| 6M | +9.5% | +6.1% | +3.4% | +6.1% |
| YTD | +40.6% | +63.4% | -22.9% | +18.3% |
| 1Y | +43.6% | +72.5% | -28.9% | +18.7% |
| 3Y | +58.1% | -16.9% | +75.0% | +56.3% |
| 5Y | +152.2% | -10.6% | +162.8% | +133.8% |
| 10Y | +172.9% | +11.3% | +161.7% | +35.9% |
| All | +988.3% | +780.6% | +207.7% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling