+47.9%
SO vs XLB
+39.6%
+8.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +8.1% | +6.1% | +2.0% | +6.7% |
| 3M | +0.2% | 0.0% | +0.2% | +0.1% |
| 6M | +0.4% | 0.0% | +0.4% | +0.3% |
| YTD | +8.5% | +16.0% | -7.5% | +4.6% |
| 1Y | +4.9% | +24.7% | -19.8% | -0.6% |
| 3Y | +47.9% | +40.4% | +7.5% | +28.5% |
| All | +47.9% | +39.6% | +8.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling