+225.7%
XLE vs SPYG
+84.3%
+141.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +12.6% | -1.6% | +14.2% | +13.2% |
| 3M | +11.8% | +3.4% | +8.5% | +10.2% |
| 6M | +16.1% | +18.9% | -2.8% | +7.9% |
| YTD | +46.9% | +13.8% | +33.1% | +38.7% |
| 1Y | +53.3% | +20.6% | +32.7% | +40.9% |
| 3Y | +54.9% | +100.5% | -45.6% | +12.7% |
| 5Y | +225.7% | +84.6% | +141.1% | +138.5% |
| All | +225.7% | +84.3% | +141.4% | +138.5% |
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