+904.8%
SPY vs XLB
+834.1%
+70.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | -3.7% | +6.9% | -10.6% | -7.7% |
| 3M | -2.7% | -0.2% | -2.6% | -2.8% |
| 6M | +2.2% | +3.3% | -1.1% | -0.4% |
| YTD | +10.8% | +18.0% | -7.2% | -1.2% |
| 1Y | +11.2% | +24.2% | -13.0% | -4.1% |
| 3Y | +76.5% | +44.7% | +31.8% | +37.5% |
| 5Y | +72.9% | +31.6% | +41.4% | +42.7% |
| 10Y | +304.8% | +164.2% | +140.6% | +112.7% |
| All | +904.8% | +834.1% | +70.7% | +146.0% |
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