+237.8%
XLB vs SFM
+39.6%
+198.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | +0.5% | -6.9% | +7.4% | +1.3% |
| 30D | +6.9% | -25.0% | +31.9% | +10.0% |
| 3M | -0.2% | -42.7% | +42.6% | +5.9% |
| 6M | +3.3% | -41.0% | +44.3% | +8.7% |
| YTD | +18.0% | -38.7% | +56.7% | +23.0% |
| 1Y | +24.2% | -38.1% | +62.3% | +29.2% |
| 3Y | +44.7% | +19.3% | +25.4% | +34.8% |
| 5Y | +31.6% | +103.1% | -71.5% | +12.1% |
| 10Y | +164.2% | +131.1% | +33.2% | +112.6% |
| All | +237.8% | +39.6% | +198.2% | +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