+163.9%
XLE vs SPY
+315.0%
-151.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -1.7% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -4.8% | -3.3% | -1.5% | -2.1% |
| 3M | +8.4% | -2.4% | +10.8% | +10.3% |
| 6M | +12.7% | +2.6% | +10.1% | +8.6% |
| YTD | +41.3% | +11.2% | +30.0% | +24.7% |
| 1Y | +42.3% | +13.4% | +28.9% | +23.0% |
| 3Y | +65.1% | +79.9% | -14.8% | -13.1% |
| 5Y | +150.2% | +72.2% | +78.0% | +35.4% |
| 10Y | +163.9% | +307.3% | -143.4% | -44.0% |
| All | +163.9% | +315.0% | -151.1% | -44.0% |
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