+158.1%
XLE vs SPYG
+68.1%
+90.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -6.7% | -1.9% | -4.8% | -6.2% |
| 30D | -4.4% | -9.2% | +4.7% | -1.6% |
| 3M | +4.0% | -6.8% | +10.8% | +6.1% |
| 6M | +13.2% | -2.6% | +15.7% | +13.2% |
| YTD | +41.9% | +7.5% | +34.4% | +36.2% |
| 1Y | +41.6% | +6.7% | +35.0% | +36.3% |
| 3Y | +64.0% | +90.1% | -26.1% | +21.0% |
| 5Y | +158.1% | +69.2% | +88.9% | +91.2% |
| All | +158.1% | +68.1% | +90.0% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling