+36.5%
XLB vs SM
+111.2%
-74.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.4% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -1.7% | +31.5% | -33.3% | -5.5% |
| 3M | +4.4% | +17.3% | -13.0% | +1.4% |
| 6M | +5.0% | +48.5% | -43.5% | -2.6% |
| YTD | +15.5% | +106.3% | -90.8% | +0.9% |
| 1Y | +14.9% | +47.3% | -32.4% | +5.8% |
| 3Y | +34.5% | -1.4% | +36.0% | +27.7% |
| 5Y | +36.5% | +114.0% | -77.5% | +11.1% |
| All | +36.5% | +111.2% | -74.7% | +11.1% |
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