+816.1%
XLB vs SPY
+887.5%
-71.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -1.5% | -2.7% | +1.2% | +1.0% |
| 30D | +6.1% | -5.4% | +11.5% | +11.6% |
| 3M | 0.0% | -4.1% | +4.1% | +3.9% |
| 6M | 0.0% | +0.7% | -0.8% | -1.1% |
| YTD | +16.0% | +8.7% | +7.4% | +6.6% |
| 1Y | +24.7% | +10.9% | +13.9% | +12.4% |
| 3Y | +40.4% | +75.0% | -34.6% | -19.4% |
| 5Y | +30.7% | +67.8% | -37.1% | -22.2% |
| 10Y | +173.3% | +312.9% | -139.6% | -31.4% |
| All | +816.1% | +887.5% | -71.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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