-22.9%
SPOT vs XLB
+17.4%
-40.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | +12.5% | -0.4% | +12.9% | +12.5% |
| 3M | +9.9% | +2.0% | +7.9% | +10.2% |
| 6M | +1.6% | +1.8% | -0.3% | +1.0% |
| YTD | -6.6% | +16.6% | -23.2% | -5.1% |
| 1Y | -22.9% | +16.9% | -39.9% | -23.3% |
| All | -22.9% | +17.4% | -40.3% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling