+1,730.4%
SO vs XLB
+835.7%
+894.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +8.6% | +7.1% | +1.5% | +6.3% |
| 3M | +1.8% | +0.6% | +1.2% | +1.5% |
| 6M | +3.6% | +3.5% | +0.1% | +2.3% |
| YTD | +9.9% | +18.2% | -8.3% | +3.9% |
| 1Y | +5.7% | +25.6% | -19.9% | -2.0% |
| 3Y | +52.5% | +46.7% | +5.8% | +33.6% |
| 5Y | +77.3% | +30.9% | +46.4% | +59.7% |
| 10Y | +186.8% | +167.7% | +19.0% | +105.7% |
| All | +1,730.4% | +835.7% | +894.7% | +811.6% |
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