+53.2%
XLE vs SPYM
+80.1%
-26.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +11.8% | +0.1% | +11.7% | +11.7% |
| 3M | +9.8% | +2.0% | +7.8% | +8.6% |
| 6M | +15.6% | +13.1% | +2.5% | +7.6% |
| YTD | +45.3% | +13.6% | +31.6% | +34.6% |
| 1Y | +48.3% | +20.1% | +28.2% | +32.0% |
| All | +53.2% | +80.1% | -26.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling