-17.1%
SLB vs XLB
+170.1%
-187.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.4% |
| 7D | -7.1% | -1.5% | -5.6% | -5.7% |
| 30D | +4.1% | +6.1% | -2.0% | -2.9% |
| 3M | -2.6% | 0.0% | -2.7% | -3.0% |
| 6M | -8.6% | 0.0% | -8.5% | -9.4% |
| YTD | +32.2% | +16.0% | +16.2% | +10.2% |
| 1Y | +40.7% | +24.7% | +15.9% | +7.8% |
| 3Y | -4.5% | +40.4% | -44.9% | -36.2% |
| 5Y | +66.4% | +30.7% | +35.7% | +18.6% |
| All | -17.1% | +170.1% | -187.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling