+1,024.7%
XLE vs SU
+3,295.5%
-2,270.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +2.2% | +3.6% | -1.4% | +0.2% |
| 30D | +11.8% | +7.9% | +3.9% | +7.0% |
| 3M | +9.8% | +3.5% | +6.3% | +7.3% |
| 6M | +15.6% | +19.0% | -3.4% | +4.2% |
| YTD | +45.3% | +55.0% | -9.7% | +12.6% |
| 1Y | +48.3% | +71.2% | -22.9% | +8.5% |
| 3Y | +55.4% | +117.4% | -62.0% | -1.9% |
| 5Y | +216.1% | +335.2% | -119.1% | +32.8% |
| 10Y | +178.4% | +248.7% | -70.3% | +25.3% |
| All | +1,024.7% | +3,295.5% | -2,270.7% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling