+929.4%
SPY vs XLB
+822.6%
+106.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | -1.4% | +1.5% | +1.0% |
| 30D | +0.1% | -0.4% | +0.4% | +0.2% |
| 3M | +2.0% | +2.0% | 0.0% | +0.4% |
| 6M | +13.0% | +1.8% | +11.2% | +11.2% |
| YTD | +13.5% | +16.6% | -3.0% | +2.2% |
| 1Y | +20.0% | +16.9% | +3.0% | +7.6% |
| 3Y | +77.2% | +32.6% | +44.6% | +46.0% |
| 5Y | +81.9% | +35.6% | +46.2% | +47.3% |
| 10Y | +314.1% | +160.0% | +154.0% | +120.0% |
| All | +929.4% | +822.6% | +106.8% | +154.3% |
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