+820.5%
XLB vs SPY
+931.8%
-111.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -0.4% | +0.1% | -0.4% | -0.5% |
| 3M | +2.0% | +2.0% | 0.0% | -0.1% |
| 6M | +1.8% | +13.0% | -11.2% | -9.7% |
| YTD | +16.6% | +13.5% | +3.0% | +2.9% |
| 1Y | +16.9% | +20.0% | -3.0% | -2.2% |
| 3Y | +32.6% | +77.2% | -44.6% | -24.6% |
| 5Y | +35.6% | +81.9% | -46.2% | -25.1% |
| 10Y | +160.0% | +314.1% | -154.0% | -34.8% |
| All | +820.5% | +931.8% | -111.3% | -0.4% |
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