+833.6%
XLB vs SM
+756.5%
+77.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.3% |
| 7D | -1.4% | -22.3% | +20.9% | +2.3% |
| 30D | +7.1% | -21.4% | +28.5% | +10.7% |
| 3M | +0.6% | +1.4% | -0.7% | -0.5% |
| 6M | +3.5% | +0.1% | +3.4% | +1.7% |
| YTD | +18.2% | +59.0% | -40.7% | +6.8% |
| 1Y | +25.6% | +64.3% | -38.7% | +12.7% |
| 3Y | +46.7% | -13.1% | +59.8% | +41.4% |
| 5Y | +30.9% | -13.9% | +44.8% | +21.1% |
| 10Y | +167.7% | +1.7% | +166.1% | +68.8% |
| All | +833.6% | +756.5% | +77.1% | +224.6% |
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