+170.9%
XLE vs SPOT
+227.0%
-56.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +11.8% | +12.5% | -0.7% | +10.3% |
| 3M | +9.8% | +9.9% | -0.1% | +8.5% |
| 6M | +15.6% | +1.6% | +14.0% | +14.7% |
| YTD | +45.3% | -6.6% | +51.8% | +45.1% |
| 1Y | +48.3% | -22.9% | +71.2% | +51.3% |
| 3Y | +55.4% | +244.3% | -188.8% | +28.6% |
| 5Y | +216.1% | +117.8% | +98.3% | +168.7% |
| All | +170.9% | +227.0% | -56.1% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling