+173.9%
XLE vs SPY
+311.8%
-137.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +0.6% |
| 7D | -0.2% | -0.9% | +0.7% | +0.5% |
| 30D | -4.0% | -2.4% | -1.6% | -2.2% |
| 3M | +4.6% | -1.2% | +5.8% | +5.2% |
| 6M | +12.3% | +3.3% | +9.0% | +7.5% |
| YTD | +44.5% | +12.3% | +32.3% | +26.5% |
| 1Y | +42.4% | +12.4% | +30.0% | +24.2% |
| 3Y | +67.0% | +78.8% | -11.8% | -11.3% |
| 5Y | +161.9% | +75.2% | +86.7% | +39.2% |
| 10Y | +173.9% | +311.1% | -137.2% | -41.2% |
| All | +173.9% | +311.8% | -137.9% | -41.2% |
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