+172.7%
XLE vs SO
+154.8%
+17.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +11.8% | -4.6% | +16.4% | +13.8% |
| 3M | +9.8% | -3.0% | +12.9% | +11.0% |
| 6M | +15.6% | -8.3% | +23.8% | +19.3% |
| YTD | +45.3% | +3.5% | +41.7% | +42.5% |
| 1Y | +48.3% | -0.9% | +49.2% | +47.8% |
| 3Y | +55.4% | +45.4% | +10.1% | +29.1% |
| 5Y | +216.1% | +59.6% | +156.5% | +147.6% |
| All | +172.7% | +154.8% | +17.9% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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