+78.8%
SPYM vs XLB
+44.2%
+34.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -2.6% | +5.3% | -7.9% | -5.5% |
| 3M | -1.7% | 0.0% | -1.7% | -1.8% |
| 6M | +3.1% | +1.2% | +1.9% | +2.0% |
| YTD | +12.0% | +16.9% | -4.9% | +0.3% |
| 1Y | +12.1% | +20.9% | -8.8% | -2.0% |
| All | +78.8% | +44.2% | +34.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling