+53.8%
XLE vs XME
+42.3%
+11.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +8.5% | +1.4% | +7.1% | +8.5% |
| 3M | +14.6% | +2.7% | +11.9% | +15.0% |
| 6M | +17.6% | +6.5% | +11.1% | +17.7% |
| YTD | +48.1% | +15.2% | +32.9% | +47.0% |
| 1Y | +53.8% | +43.5% | +10.3% | +58.3% |
| All | +53.8% | +42.3% | +11.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling