+172.3%
XLE vs SPYG
+399.1%
-226.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | -0.2% | -1.5% | +1.3% | +0.6% |
| 30D | -4.0% | -7.2% | +3.2% | +0.2% |
| 3M | +4.6% | -4.6% | +9.3% | +7.1% |
| 6M | +12.3% | -1.2% | +13.5% | +11.5% |
| YTD | +44.5% | +9.3% | +35.2% | +32.8% |
| 1Y | +42.4% | +8.8% | +33.6% | +31.0% |
| 3Y | +67.0% | +93.3% | -26.3% | -2.0% |
| 5Y | +161.9% | +71.7% | +90.2% | +64.8% |
| All | +172.3% | +399.1% | -226.7% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling