+110.6%
SPOT vs XLB
+32.8%
+77.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | -6.9% | -3.5% | -3.3% | -4.3% |
| 30D | +4.1% | -4.7% | +8.8% | +7.9% |
| 3M | +3.7% | +2.7% | +1.0% | +1.2% |
| 6M | -1.6% | +2.6% | -4.2% | -4.4% |
| YTD | -10.2% | +12.8% | -23.0% | -19.8% |
| 1Y | -25.9% | +14.0% | -39.9% | -34.7% |
| 3Y | +235.6% | +31.5% | +204.1% | +150.8% |
| 5Y | +110.6% | +33.4% | +77.2% | +55.9% |
| All | +110.6% | +32.8% | +77.8% | +55.9% |
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