+18.3%
SPYM vs XLB
+15.7%
+2.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.4% | -2.9% | +2.6% | +0.8% |
| 30D | -1.4% | -3.4% | +2.0% | -0.1% |
| 3M | +3.7% | +1.6% | +2.1% | +2.8% |
| 6M | +13.0% | +3.6% | +9.4% | +10.9% |
| YTD | +12.5% | +14.2% | -1.8% | +5.7% |
| All | +18.3% | +15.7% | +2.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling