+42.7%
XLB vs S
-48.9%
+91.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +1.2% |
| 7D | -1.4% | +1.6% | -2.9% | -1.5% |
| 30D | +7.1% | -10.5% | +17.6% | +7.9% |
| 3M | +0.6% | +9.9% | -9.3% | -0.8% |
| 6M | +3.5% | +41.8% | -38.3% | -0.6% |
| YTD | +18.2% | +56.8% | -38.6% | +11.9% |
| 1Y | +25.6% | +39.0% | -13.4% | +20.1% |
| 3Y | +46.7% | +53.8% | -7.2% | +36.4% |
| 5Y | +30.9% | -68.6% | +99.5% | +28.2% |
| All | +42.7% | -48.9% | +91.6% | +42.2% |
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