+42.4%
XLB vs S
-49.1%
+91.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +6.9% | -10.8% | +17.7% | +7.8% |
| 3M | -0.2% | +5.4% | -5.6% | -1.2% |
| 6M | +3.3% | +41.2% | -37.9% | -0.8% |
| YTD | +18.0% | +56.2% | -38.2% | +11.8% |
| 1Y | +24.2% | +36.3% | -12.1% | +19.0% |
| 3Y | +44.7% | +49.4% | -4.7% | +35.0% |
| 5Y | +31.6% | -66.9% | +98.4% | +28.8% |
| All | +42.4% | -49.1% | +91.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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