+149.9%
XLE vs SO
+75.0%
+74.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -12.0% | -1.5% | -10.5% | -11.7% |
| 30D | -2.7% | +8.1% | -10.8% | -4.7% |
| 3M | +6.6% | +0.2% | +6.4% | +6.4% |
| 6M | +9.5% | +0.4% | +9.1% | +9.2% |
| YTD | +40.6% | +8.5% | +32.1% | +37.2% |
| 1Y | +43.6% | +4.9% | +38.7% | +41.3% |
| 3Y | +58.1% | +47.9% | +10.2% | +38.4% |
| All | +149.9% | +75.0% | +74.9% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling