+257.9%
SPOT vs XLB
+43.9%
+214.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +16.9% | +5.2% | +11.8% | +14.8% |
| 3M | +23.0% | +0.3% | +22.7% | +22.9% |
| 6M | +42.2% | +1.2% | +41.0% | +41.5% |
| YTD | +5.5% | +16.6% | -11.2% | -1.9% |
| 1Y | -5.1% | +21.4% | -26.5% | -13.6% |
| 3Y | +257.9% | +43.2% | +214.7% | +241.7% |
| All | +257.9% | +43.9% | +214.1% | +241.7% |
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