+238.4%
XLB vs SFM
+41.7%
+196.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | -1.4% | -10.2% | +8.9% | -0.1% |
| 30D | +7.1% | -23.9% | +31.0% | +10.0% |
| 3M | +0.6% | -42.3% | +42.9% | +6.6% |
| 6M | +3.5% | -40.1% | +43.6% | +8.7% |
| YTD | +18.2% | -37.8% | +56.0% | +23.0% |
| 1Y | +25.6% | -37.1% | +62.7% | +30.4% |
| 3Y | +46.7% | +21.5% | +25.1% | +36.4% |
| 5Y | +30.9% | +103.8% | -72.9% | +11.5% |
| 10Y | +167.7% | +142.0% | +25.8% | +114.2% |
| All | +238.4% | +41.7% | +196.7% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling