+112.6%
XLE vs SMR
+11.2%
+101.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +15.3% | -14.1% | +0.5% |
| 7D | 0.0% | +21.4% | -21.4% | -0.8% |
| 30D | +12.6% | +13.8% | -1.2% | +11.9% |
| 3M | +11.8% | +3.9% | +7.9% | +11.2% |
| 6M | +16.1% | -4.2% | +20.3% | +15.0% |
| YTD | +46.9% | -21.1% | +68.0% | +46.4% |
| 1Y | +53.3% | -67.1% | +120.3% | +58.2% |
| 3Y | +54.9% | +88.9% | -33.9% | +28.9% |
| All | +112.6% | +11.2% | +101.4% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling