+82.3%
SPYM vs XLB
+35.5%
+46.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | -0.4% | -2.9% | +2.6% | +1.7% |
| 30D | -1.4% | -3.4% | +2.0% | +0.9% |
| 3M | +3.7% | +1.6% | +2.1% | +2.2% |
| 6M | +13.0% | +3.6% | +9.4% | +9.6% |
| YTD | +12.5% | +14.2% | -1.8% | +1.2% |
| 1Y | +18.6% | +15.6% | +3.0% | +5.6% |
| 3Y | +78.0% | +33.1% | +44.9% | +40.9% |
| 5Y | +82.3% | +35.0% | +47.3% | +42.0% |
| All | +82.3% | +35.5% | +46.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling