+38.8%
SLB vs XLB
+24.1%
+14.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -1.2% | -1.6% | +0.5% | +0.1% |
| 30D | +4.5% | +7.2% | -2.8% | -1.3% |
| 3M | -4.6% | 0.0% | -4.6% | -4.9% |
| 6M | -6.3% | +2.3% | -8.6% | -8.1% |
| YTD | +35.0% | +18.4% | +16.5% | +13.0% |
| 1Y | +38.8% | +23.3% | +15.5% | +12.2% |
| All | +38.8% | +24.1% | +14.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling