+29.5%
XLB vs SM
+70.4%
-40.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +1.6% |
| 7D | +3.9% | -21.5% | +25.4% | +2.6% |
| 30D | +8.9% | -11.4% | +20.3% | +8.1% |
| 3M | +4.1% | +0.6% | +3.5% | +4.3% |
| 6M | +7.3% | +0.2% | +7.1% | +7.6% |
| YTD | +20.4% | +69.7% | -49.3% | +14.1% |
| 1Y | +29.5% | +71.6% | -42.0% | +22.6% |
| All | +29.5% | +70.4% | -40.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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