+57.9%
XLE vs SNY
-9.6%
+67.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -3.3% | +5.0% | +1.9% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | +14.9% | -3.0% | +17.9% | +15.0% |
| 6M | +15.9% | +2.7% | +13.2% | +15.3% |
| YTD | +47.7% | -6.8% | +54.5% | +48.3% |
| 1Y | +50.7% | -5.3% | +56.0% | +51.0% |
| 3Y | +57.9% | -9.8% | +67.7% | +54.9% |
| All | +57.9% | -9.6% | +67.5% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling