+170.7%
XLE vs SPYM
+315.4%
-144.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.6% |
| 30D | +12.6% | -0.9% | +13.6% | +13.5% |
| 3M | +11.8% | +3.9% | +7.9% | +7.1% |
| 6M | +16.1% | +14.5% | +1.5% | +0.3% |
| YTD | +46.9% | +13.0% | +33.9% | +28.3% |
| 1Y | +53.3% | +19.4% | +33.8% | +26.3% |
| 3Y | +54.9% | +78.9% | -23.9% | -17.1% |
| 5Y | +225.7% | +82.3% | +143.4% | +66.8% |
| 10Y | +170.7% | +314.7% | -144.1% | -41.8% |
| All | +170.7% | +315.4% | -144.7% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling