+835.0%
XLB vs SPY
+920.4%
-85.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | +7.2% | -2.4% | +9.6% | +9.5% |
| 3M | 0.0% | -1.2% | +1.2% | +0.9% |
| 6M | +2.3% | +3.3% | -1.0% | -1.2% |
| YTD | +18.4% | +12.3% | +6.1% | +5.5% |
| 1Y | +23.3% | +12.4% | +10.9% | +9.7% |
| 3Y | +45.2% | +78.8% | -33.6% | -18.3% |
| 5Y | +31.0% | +75.2% | -44.2% | -25.2% |
| 10Y | +168.8% | +311.1% | -142.3% | -32.3% |
| All | +835.0% | +920.4% | -85.4% | +2.0% |
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