+988.3%
XLE vs SPY
+887.5%
+100.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -12.0% | -2.7% | -9.3% | -9.8% |
| 30D | -2.7% | -5.4% | +2.6% | +2.2% |
| 3M | +6.6% | -4.1% | +10.7% | +10.3% |
| 6M | +9.5% | +0.7% | +8.8% | +7.4% |
| YTD | +40.6% | +8.7% | +31.9% | +26.8% |
| 1Y | +43.6% | +10.9% | +32.7% | +26.9% |
| 3Y | +58.1% | +75.0% | -16.9% | -12.3% |
| 5Y | +152.2% | +67.8% | +84.4% | +42.5% |
| 10Y | +172.9% | +312.9% | -139.9% | -34.4% |
| All | +988.3% | +887.5% | +100.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling