+149.9%
XLE vs SPYM
+68.0%
+82.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -12.0% | -2.7% | -9.3% | -10.7% |
| 30D | -2.7% | -5.4% | +2.6% | +0.2% |
| 3M | +6.6% | -4.1% | +10.6% | +8.8% |
| 6M | +9.5% | +0.8% | +8.8% | +8.1% |
| YTD | +40.6% | +8.8% | +31.8% | +31.6% |
| 1Y | +43.6% | +11.0% | +32.6% | +32.5% |
| 3Y | +58.1% | +75.5% | -17.4% | +6.0% |
| All | +149.9% | +68.0% | +82.0% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling