+14.9%
XLB vs S
+4.5%
+10.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -0.2% | -5.8% | +5.6% | -0.1% |
| 30D | -1.7% | -9.2% | +7.5% | -1.6% |
| 3M | +4.4% | +23.4% | -19.0% | +3.7% |
| 6M | +5.0% | +36.9% | -31.9% | +3.5% |
| YTD | +15.5% | +29.5% | -14.1% | +13.9% |
| 1Y | +14.9% | +5.4% | +9.5% | +17.0% |
| All | +14.9% | +4.5% | +10.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling