+120.1%
SPOT vs XLB
+28.0%
+92.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | +16.9% | +5.2% | +11.8% | +12.6% |
| 3M | +23.0% | +0.3% | +22.7% | +22.6% |
| 6M | +42.2% | +1.2% | +41.0% | +40.1% |
| YTD | +5.5% | +16.6% | -11.2% | -8.5% |
| 1Y | -5.1% | +21.4% | -26.5% | -20.6% |
| 3Y | +257.9% | +43.2% | +214.7% | +144.6% |
| All | +120.1% | +28.0% | +92.1% | +65.9% |
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