+54.9%
XLE vs SPYM
+79.1%
-24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +12.6% | -0.9% | +13.6% | +13.1% |
| 3M | +11.8% | +3.9% | +7.9% | +9.4% |
| 6M | +16.1% | +14.5% | +1.5% | +7.0% |
| YTD | +46.9% | +13.0% | +33.9% | +36.4% |
| 1Y | +53.3% | +19.4% | +33.8% | +36.7% |
| 3Y | +54.9% | +78.9% | -23.9% | +8.4% |
| All | +54.9% | +79.1% | -24.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling