+110.3%
XLE vs SMR
-3.5%
+113.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.2% | +4.4% | -2.2% | +2.0% |
| 30D | +11.8% | +3.4% | +8.4% | +11.5% |
| 3M | +9.8% | -19.2% | +29.0% | +10.4% |
| 6M | +15.6% | -22.6% | +38.2% | +15.7% |
| YTD | +45.3% | -31.5% | +76.8% | +45.7% |
| 1Y | +48.3% | -73.1% | +121.4% | +54.6% |
| 3Y | +55.4% | +55.0% | +0.5% | +31.7% |
| All | +110.3% | -3.5% | +113.8% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling