+318.0%
SPYM vs XLB
+163.8%
+154.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -0.8% | -2.8% | +2.1% | +1.3% |
| 30D | -1.1% | -3.1% | +2.0% | +1.1% |
| 3M | +3.9% | -0.2% | +4.0% | +3.6% |
| 6M | +13.6% | +3.1% | +10.6% | +10.5% |
| YTD | +12.7% | +13.3% | -0.5% | +1.9% |
| 1Y | +17.6% | +12.0% | +5.6% | +7.0% |
| 3Y | +77.2% | +31.4% | +45.8% | +41.9% |
| 5Y | +84.1% | +33.9% | +50.2% | +44.3% |
| All | +318.0% | +163.8% | +154.2% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling