+176.9%
XLE vs SPYG
+420.3%
-243.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | 0.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.6% |
| 30D | +6.6% | -1.9% | +8.5% | +7.8% |
| 3M | +12.3% | +5.2% | +7.1% | +7.9% |
| 6M | +18.4% | +15.6% | +2.8% | +5.8% |
| YTD | +47.2% | +12.4% | +34.8% | +33.6% |
| 1Y | +50.3% | +17.5% | +32.8% | +31.7% |
| 3Y | +55.3% | +98.1% | -42.8% | -10.0% |
| 5Y | +226.0% | +84.9% | +141.0% | +93.3% |
| All | +176.9% | +420.3% | -243.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling