+358.1%
XLE vs SPXU
-100.0%
+458.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +0.5% |
| 7D | -0.2% | +1.5% | -1.8% | +0.7% |
| 30D | -4.0% | +6.4% | -10.4% | -1.5% |
| 3M | +4.6% | +4.2% | +0.4% | +6.6% |
| 6M | +12.3% | -7.8% | +20.1% | +9.8% |
| YTD | +44.5% | -27.5% | +72.1% | +30.3% |
| 1Y | +42.4% | -27.1% | +69.6% | +28.9% |
| 3Y | +67.0% | -80.8% | +147.9% | +1.3% |
| 5Y | +161.9% | -84.1% | +246.0% | +71.3% |
| 10Y | +173.9% | -99.5% | +273.4% | -31.4% |
| All | +358.1% | -100.0% | +458.1% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling