+49.9%
XLE vs SPY
+14.6%
+35.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -3.9% |
| 7D | -7.2% | -0.7% | -6.5% | -7.4% |
| 30D | +0.1% | -1.0% | +1.1% | -0.2% |
| 3M | +9.2% | -0.3% | +9.5% | +9.2% |
| 6M | +8.4% | +7.3% | +1.0% | +11.6% |
| YTD | +44.9% | +13.3% | +31.6% | +52.6% |
| 1Y | +49.9% | +14.8% | +35.1% | +57.8% |
| All | +49.9% | +14.6% | +35.2% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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