+7.5%
SMR vs XLB
+35.2%
-27.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -2.0% |
| 7D | +13.1% | -2.9% | +16.0% | +17.2% |
| 30D | +17.8% | -3.4% | +21.1% | +22.8% |
| 3M | +8.1% | +1.6% | +6.5% | +5.1% |
| 6M | -11.1% | +3.6% | -14.7% | -14.7% |
| YTD | -23.7% | +14.2% | -38.0% | -34.6% |
| 1Y | -69.4% | +15.6% | -85.0% | -74.1% |
| 3Y | +82.6% | +33.1% | +49.5% | +39.6% |
| All | +7.5% | +35.2% | -27.8% | -20.5% |
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