+349.7%
XLE vs SPXU
-100.0%
+449.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.8% |
| 7D | -6.7% | +0.5% | -7.2% | -6.2% |
| 30D | -4.4% | +10.9% | -15.3% | -0.6% |
| 3M | +4.0% | +9.6% | -5.6% | +7.8% |
| 6M | +13.2% | -4.7% | +17.8% | +11.9% |
| YTD | +41.9% | -24.6% | +66.5% | +29.6% |
| 1Y | +41.6% | -24.7% | +66.4% | +29.6% |
| 3Y | +64.0% | -80.0% | +144.0% | +0.7% |
| 5Y | +158.1% | -83.5% | +241.6% | +71.0% |
| 10Y | +163.9% | -99.5% | +263.4% | -32.9% |
| All | +349.7% | -100.0% | +449.7% | -67.3% |
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