+178.5%
XLE vs SPYG
+424.8%
-246.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +8.5% | -1.7% | +10.2% | +9.6% |
| 3M | +14.6% | +3.6% | +11.0% | +11.1% |
| 6M | +17.6% | +16.6% | +1.0% | +4.4% |
| YTD | +48.1% | +13.4% | +34.7% | +33.7% |
| 1Y | +53.8% | +19.6% | +34.2% | +33.2% |
| 3Y | +56.2% | +99.8% | -43.5% | -9.9% |
| 5Y | +227.7% | +85.0% | +142.8% | +94.9% |
| All | +178.5% | +424.8% | -246.2% | -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 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