+103.5%
XLE vs SMR
-49.5%
+152.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +16.2% | -16.3% | -0.7% |
| 7D | -12.0% | -9.6% | -2.4% | -11.7% |
| 30D | -2.7% | -33.8% | +31.0% | -1.3% |
| 3M | +6.6% | -46.4% | +52.9% | +8.8% |
| 6M | +9.5% | -62.4% | +72.0% | +13.1% |
| YTD | +40.6% | -64.1% | +104.7% | +44.2% |
| 1Y | +43.6% | -84.3% | +127.9% | +53.5% |
| 3Y | +58.1% | +55.8% | +2.3% | +24.0% |
| All | +103.5% | -49.5% | +152.9% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling