+233.7%
XLB vs SFM
+132.6%
+101.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | -4.4% | +4.0% | +0.1% |
| 3M | +2.0% | +1.5% | +0.4% | +1.4% |
| 6M | +1.8% | +6.5% | -4.6% | +0.2% |
| YTD | +16.6% | +2.2% | +14.4% | +15.1% |
| 1Y | +16.9% | -41.9% | +58.8% | +23.6% |
| 3Y | +32.6% | +106.8% | -74.2% | +16.3% |
| 5Y | +35.6% | +231.6% | -195.9% | +9.7% |
| 10Y | +160.0% | +258.4% | -98.4% | +99.4% |
| All | +233.7% | +132.6% | +101.1% | +171.7% |
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