+998.7%
XLE vs SO
+1,708.9%
-710.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -4.4% | +8.7% | -13.1% | -8.1% |
| 3M | +4.0% | +3.4% | +0.6% | +2.2% |
| 6M | +13.2% | +3.7% | +9.5% | +10.8% |
| YTD | +41.9% | +10.0% | +31.9% | +34.8% |
| 1Y | +41.6% | +6.6% | +35.0% | +36.4% |
| 3Y | +64.0% | +52.5% | +11.5% | +30.9% |
| 5Y | +158.1% | +76.1% | +82.1% | +88.9% |
| 10Y | +163.9% | +194.9% | -30.9% | +45.8% |
| All | +998.7% | +1,708.9% | -710.1% | +238.1% |
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