+675.8%
XLE vs SPYG
+528.0%
+147.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +5.4% | +2.3% | +3.1% | +3.7% |
| 30D | -3.9% | -6.5% | +2.5% | +0.3% |
| 3M | +7.0% | -6.8% | +13.9% | +11.7% |
| 6M | +14.2% | -3.1% | +17.4% | +14.8% |
| YTD | +48.2% | +8.0% | +40.2% | +36.0% |
| 1Y | +47.7% | +10.2% | +37.5% | +33.3% |
| 3Y | +70.0% | +91.0% | -21.0% | -1.2% |
| 5Y | +169.1% | +67.7% | +101.4% | +66.8% |
| 10Y | +180.7% | +393.9% | -213.2% | -24.8% |
| All | +675.8% | +528.0% | +147.8% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling