+159.6%
XLB vs ALLY
+178.4%
-18.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | +0.2% |
| 7D | -0.2% | +1.0% | -1.3% | -0.6% |
| 30D | -1.7% | -3.3% | +1.6% | -0.7% |
| 3M | +4.4% | +0.5% | +3.9% | +4.0% |
| 6M | +5.0% | +12.6% | -7.6% | +0.3% |
| YTD | +15.5% | -4.7% | +20.2% | +16.3% |
| 1Y | +14.9% | +5.2% | +9.7% | +11.5% |
| 3Y | +34.5% | +66.5% | -32.0% | +7.5% |
| 5Y | +36.5% | +0.2% | +36.3% | +25.3% |
| 10Y | +159.6% | +180.8% | -21.2% | +56.5% |
| All | +159.6% | +178.4% | -18.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling