+988.5%
XLE vs SO
+1,702.9%
-714.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -10.3% | +0.4% | -10.7% | -10.5% |
| 30D | -3.3% | +9.2% | -12.6% | -7.2% |
| 3M | +8.2% | +1.1% | +7.1% | +7.4% |
| 6M | +5.0% | -1.1% | +6.1% | +5.1% |
| YTD | +40.6% | +9.7% | +30.9% | +33.8% |
| 1Y | +45.0% | +5.5% | +39.5% | +40.4% |
| 3Y | +56.3% | +47.0% | +9.3% | +27.0% |
| 5Y | +152.2% | +77.6% | +74.6% | +83.7% |
| 10Y | +173.0% | +181.0% | -8.0% | +54.3% |
| All | +988.5% | +1,702.9% | -714.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling