+76.4%
SLB vs XLB
+28.0%
+48.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | +3.5% | +0.5% | +3.0% | +3.0% |
| 30D | +6.5% | +5.2% | +1.4% | +1.3% |
| 3M | -0.2% | +0.3% | -0.5% | -0.8% |
| 6M | -5.7% | +1.2% | -6.9% | -7.4% |
| YTD | +36.8% | +16.6% | +20.2% | +17.3% |
| 1Y | +45.8% | +21.4% | +24.3% | +20.2% |
| 3Y | +3.4% | +43.2% | -39.9% | -26.3% |
| All | +76.4% | +28.0% | +48.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling