+29.0%
XLB vs SM
-11.5%
+40.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.5% | -25.9% | +24.4% | +2.1% |
| 30D | +6.1% | -15.1% | +21.2% | +7.9% |
| 3M | 0.0% | +4.9% | -4.8% | -1.5% |
| 6M | 0.0% | +6.1% | -6.2% | -2.7% |
| YTD | +16.0% | +63.4% | -47.4% | +3.7% |
| 1Y | +24.7% | +72.5% | -47.7% | +10.2% |
| 3Y | +40.4% | -16.9% | +57.3% | +35.3% |
| All | +29.0% | -11.5% | +40.6% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling