+816.1%
XLB vs SM
+780.6%
+35.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.5% | -25.9% | +24.4% | +2.8% |
| 30D | +6.1% | -15.1% | +21.2% | +8.3% |
| 3M | 0.0% | +4.9% | -4.8% | -1.6% |
| 6M | 0.0% | +6.1% | -6.2% | -2.7% |
| YTD | +16.0% | +63.4% | -47.4% | +4.4% |
| 1Y | +24.7% | +72.5% | -47.7% | +11.1% |
| 3Y | +40.4% | -16.9% | +57.3% | +36.3% |
| 5Y | +30.7% | -10.6% | +41.3% | +20.2% |
| 10Y | +173.3% | +11.3% | +162.0% | +69.2% |
| All | +816.1% | +780.6% | +35.5% | +217.2% |
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