+167.7%
XLE vs SPY
+313.6%
-145.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +11.8% | +0.1% | +11.7% | +11.6% |
| 3M | +9.8% | +2.0% | +7.8% | +7.1% |
| 6M | +15.6% | +13.0% | +2.6% | +1.1% |
| YTD | +45.3% | +13.5% | +31.7% | +26.3% |
| 1Y | +48.3% | +20.0% | +28.3% | +21.7% |
| 3Y | +55.4% | +77.2% | -21.8% | -16.5% |
| 5Y | +216.1% | +81.9% | +134.2% | +61.3% |
| All | +167.7% | +313.6% | -145.9% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling