+820.5%
XLB vs SM
+972.5%
-152.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -0.4% | +26.3% | -26.7% | -4.1% |
| 3M | +2.0% | +8.7% | -6.7% | -0.2% |
| 6M | +1.8% | +51.7% | -49.8% | -6.3% |
| YTD | +16.6% | +99.0% | -82.5% | +2.4% |
| 1Y | +16.9% | +34.6% | -17.6% | +8.7% |
| 3Y | +32.6% | -7.8% | +40.3% | +27.3% |
| 5Y | +35.6% | +104.8% | -69.1% | +9.6% |
| 10Y | +160.0% | +7.2% | +152.8% | +64.4% |
| All | +820.5% | +972.5% | -152.0% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling