+231.7%
SPOT vs XLB
+32.2%
+199.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -6.5% | -2.9% | -3.6% | -5.3% |
| 30D | +2.2% | -3.4% | +5.6% | +3.7% |
| 3M | +5.4% | +1.6% | +3.8% | +4.6% |
| 6M | -4.0% | +3.6% | -7.7% | -5.9% |
| YTD | -9.9% | +14.2% | -24.2% | -16.1% |
| 1Y | -27.3% | +15.6% | -42.9% | -32.9% |
| All | +231.7% | +32.2% | +199.5% | +171.4% |
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 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