+360.3%
XLE vs SPXU
-100.0%
+460.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | +0.8% | +11.0% | +12.1% |
| 3M | +9.8% | -4.7% | +14.5% | +8.2% |
| 6M | +15.6% | -29.6% | +45.2% | +2.4% |
| YTD | +45.3% | -29.9% | +75.1% | +28.9% |
| 1Y | +48.3% | -39.1% | +87.4% | +25.8% |
| 3Y | +55.4% | -80.0% | +135.4% | -4.1% |
| 5Y | +216.1% | -86.0% | +302.1% | +96.7% |
| 10Y | +178.4% | -99.5% | +277.9% | -31.1% |
| All | +360.3% | -100.0% | +460.3% | -67.5% |
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