+1.5%
SMR vs XLB
+33.6%
-32.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -4.0% |
| 7D | +4.7% | -3.5% | +8.3% | +9.4% |
| 30D | +3.2% | -4.7% | +7.9% | +9.5% |
| 3M | +9.9% | +2.7% | +7.2% | +5.3% |
| 6M | -15.1% | +2.6% | -17.7% | -17.5% |
| YTD | -27.9% | +12.8% | -40.8% | -37.2% |
| 1Y | -70.2% | +14.0% | -84.2% | -74.4% |
| 3Y | +72.5% | +31.5% | +41.0% | +34.0% |
| All | +1.5% | +33.6% | -32.1% | -23.7% |
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