+332.9%
XLE vs XME
+179.0%
+154.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.6% |
| 7D | -6.7% | -0.2% | -6.5% | -6.8% |
| 30D | -4.4% | -9.2% | +4.8% | +0.3% |
| 3M | +4.0% | -17.8% | +21.7% | +14.5% |
| 6M | +13.2% | -20.0% | +33.2% | +23.8% |
| YTD | +41.9% | -6.6% | +48.5% | +38.4% |
| 1Y | +41.6% | +1.8% | +39.9% | +30.5% |
| 3Y | +64.0% | +98.7% | -34.8% | -3.0% |
| 5Y | +158.1% | +123.9% | +34.2% | +37.3% |
| 10Y | +163.9% | +277.9% | -113.9% | -1.9% |
| All | +332.9% | +179.0% | +154.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling