+159.6%
XLB vs SFM
+293.3%
-133.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.2% |
| 7D | -0.2% | -5.8% | +5.6% | +0.4% |
| 30D | -1.7% | -11.4% | +9.6% | -0.4% |
| 3M | +4.4% | -12.2% | +16.5% | +5.6% |
| 6M | +5.0% | -5.2% | +10.2% | +4.9% |
| YTD | +15.5% | -4.5% | +19.9% | +14.9% |
| 1Y | +14.9% | -45.4% | +60.3% | +22.4% |
| 3Y | +34.5% | +91.1% | -56.6% | +19.1% |
| 5Y | +36.5% | +226.8% | -190.2% | +10.3% |
| 10Y | +159.6% | +291.9% | -132.3% | +96.5% |
| All | +159.6% | +293.3% | -133.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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