-73.1%
SMR vs XLB
+17.4%
-90.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | 0.0% |
| 7D | +4.4% | -1.4% | +5.8% | +6.5% |
| 30D | +3.4% | -0.4% | +3.8% | +3.9% |
| 3M | -19.2% | +2.0% | -21.1% | -21.8% |
| 6M | -22.6% | +1.8% | -24.5% | -24.3% |
| YTD | -31.5% | +16.6% | -48.1% | -45.1% |
| 1Y | -73.1% | +16.9% | -90.0% | -79.0% |
| All | -73.1% | +17.4% | -90.5% | -79.0% |
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