+227.7%
XLE vs SU
+360.6%
-132.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | -0.2% |
| 7D | +0.3% | +1.6% | -1.2% | -0.7% |
| 30D | +8.5% | +10.7% | -2.2% | +1.5% |
| 3M | +14.6% | +13.5% | +1.1% | +5.3% |
| 6M | +17.6% | +21.8% | -4.3% | +2.8% |
| YTD | +48.1% | +58.8% | -10.8% | +8.9% |
| 1Y | +53.8% | +72.0% | -18.2% | +7.3% |
| 3Y | +56.2% | +121.7% | -65.5% | -9.1% |
| 5Y | +227.7% | +350.4% | -122.7% | +27.9% |
| All | +227.7% | +360.6% | -132.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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