+163.5%
XLE vs SPOT
+267.1%
-103.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -7.9% | +2.5% | -10.4% | -8.2% |
| 30D | -4.8% | +15.1% | -19.9% | -6.4% |
| 3M | +8.4% | +24.8% | -16.4% | +5.5% |
| 6M | +12.7% | +45.8% | -33.1% | +7.6% |
| YTD | +41.3% | +4.9% | +36.4% | +39.1% |
| 1Y | +42.3% | -1.3% | +43.6% | +41.0% |
| 3Y | +65.1% | +257.7% | -192.6% | +36.4% |
| 5Y | +150.2% | +118.5% | +31.7% | +114.0% |
| All | +163.5% | +267.1% | -103.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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