+48.3%
XLE vs SMR
-76.3%
+124.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.2% | +4.4% | -2.2% | +2.3% |
| 30D | +11.8% | +3.4% | +8.4% | +11.9% |
| 3M | +9.8% | -19.2% | +29.0% | +9.9% |
| 6M | +15.6% | -22.6% | +38.2% | +16.1% |
| YTD | +45.3% | -31.5% | +76.8% | +46.5% |
| 1Y | +48.3% | -73.1% | +121.4% | +50.4% |
| All | +48.3% | -76.3% | +124.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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