+217.9%
XLE vs SNY
+9.4%
+208.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.1% |
| 30D | +6.7% | -2.2% | +8.9% | +7.0% |
| 3M | +14.9% | -3.0% | +17.9% | +15.1% |
| 6M | +15.9% | +2.7% | +13.2% | +15.2% |
| YTD | +47.7% | -6.8% | +54.5% | +48.5% |
| 1Y | +50.7% | -5.3% | +56.0% | +51.1% |
| 3Y | +57.9% | -9.8% | +67.7% | +57.6% |
| All | +217.9% | +9.4% | +208.4% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling