+164.2%
XLB vs SM
+4.2%
+160.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +0.5% | -19.5% | +20.0% | +2.6% |
| 30D | +6.9% | -20.2% | +27.1% | +9.1% |
| 3M | -0.2% | -6.5% | +6.3% | 0.0% |
| 6M | +3.3% | +1.6% | +1.7% | +1.9% |
| YTD | +18.0% | +61.2% | -43.2% | +10.0% |
| 1Y | +24.2% | +65.4% | -41.1% | +15.3% |
| 3Y | +44.7% | -13.0% | +57.7% | +41.2% |
| 5Y | +31.6% | -4.3% | +35.8% | +24.2% |
| 10Y | +164.2% | +3.0% | +161.2% | +94.9% |
| All | +164.2% | +4.2% | +160.0% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling