+53.8%
XLE vs SPXU
-37.3%
+91.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +0.3% | +1.3% | -0.9% | +0.2% |
| 30D | +8.5% | +5.1% | +3.4% | +8.0% |
| 3M | +14.6% | -9.1% | +23.8% | +15.4% |
| 6M | +17.6% | -29.6% | +47.1% | +20.7% |
| YTD | +48.1% | -27.7% | +75.8% | +52.1% |
| 1Y | +53.8% | -37.0% | +90.8% | +62.9% |
| All | +53.8% | -37.3% | +91.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling