+176.5%
XLE vs SPYG
+397.7%
-221.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +4.4% | +4.2% | +0.2% | +1.7% |
| 30D | -4.3% | -7.4% | +3.1% | +0.1% |
| 3M | +6.0% | -5.3% | +11.3% | +9.0% |
| 6M | +13.2% | -1.2% | +14.4% | +12.3% |
| YTD | +46.7% | +9.0% | +37.7% | +35.0% |
| 1Y | +46.6% | +8.8% | +37.8% | +34.8% |
| 3Y | +69.6% | +92.8% | -23.2% | -0.4% |
| 5Y | +166.5% | +69.3% | +97.2% | +69.9% |
| All | +176.5% | +397.7% | -221.2% | -29.1% |
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