-48.0%
SMR vs XLB
+40.1%
-88.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | +1.9% | -1.6% | +3.6% | +4.6% |
| 30D | -21.9% | +7.2% | -29.2% | -28.4% |
| 3M | -47.1% | 0.0% | -47.2% | -47.0% |
| 6M | -60.6% | +2.3% | -62.9% | -61.8% |
| YTD | -63.1% | +18.4% | -81.5% | -69.7% |
| 1Y | -80.4% | +23.3% | -103.8% | -84.7% |
| 3Y | +150.2% | +45.2% | +105.1% | +75.8% |
| All | -48.0% | +40.1% | -88.2% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling