+264.0%
SPOT vs XLB
+121.8%
+142.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -2.9% |
| 7D | -0.9% | -1.4% | +0.5% | 0.0% |
| 30D | +12.5% | -0.4% | +12.9% | +12.8% |
| 3M | +9.9% | +2.0% | +7.9% | +8.1% |
| 6M | +1.6% | +1.8% | -0.3% | -0.4% |
| YTD | -6.6% | +16.6% | -23.2% | -16.4% |
| 1Y | -22.9% | +16.9% | -39.9% | -31.4% |
| 3Y | +244.3% | +32.6% | +211.7% | +177.6% |
| 5Y | +117.8% | +35.6% | +82.2% | +74.0% |
| All | +264.0% | +121.8% | +142.2% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling