-59.8%
SMR vs XLB
+1.5%
-61.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.6% | -6.4% |
| 7D | +10.3% | 0.0% | +10.3% | +10.4% |
| 30D | -25.7% | +5.3% | -31.0% | -29.2% |
| 3M | -49.7% | 0.0% | -49.7% | -49.7% |
| 6M | -59.8% | +1.2% | -61.1% | -59.2% |
| All | -59.8% | +1.5% | -61.3% | -59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling