+149.9%
XLE vs SPOT
+110.1%
+39.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -12.0% | +1.6% | -13.6% | -12.1% |
| 30D | -2.7% | +17.6% | -20.3% | -3.9% |
| 3M | +6.6% | +26.9% | -20.4% | +4.6% |
| 6M | +9.5% | +41.8% | -32.3% | +6.5% |
| YTD | +40.6% | +3.8% | +36.7% | +39.4% |
| 1Y | +43.6% | -2.5% | +46.1% | +43.1% |
| 3Y | +58.1% | +260.6% | -202.5% | +38.5% |
| All | +149.9% | +110.1% | +39.8% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling