+59.8%
SO vs XLB
+36.1%
+23.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | -3.0% | +2.0% | -5.0% | -3.8% |
| 6M | -8.3% | +1.8% | -10.1% | -9.0% |
| YTD | +3.5% | +16.6% | -13.1% | -1.9% |
| 1Y | -0.9% | +16.9% | -17.9% | -6.3% |
| 3Y | +45.4% | +32.6% | +12.8% | +29.9% |
| All | +59.8% | +36.1% | +23.7% | +37.4% |
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