+246.5%
XLF vs SM
+23.2%
+223.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.9% | +2.1% | -5.0% | -3.1% |
| 30D | -1.6% | +18.1% | -19.7% | -3.7% |
| 3M | +9.3% | +17.0% | -7.7% | +6.6% |
| 6M | +14.6% | +55.4% | -40.8% | +7.3% |
| YTD | +4.7% | +108.6% | -103.8% | -5.8% |
| 1Y | +8.6% | +45.7% | -37.0% | +1.8% |
| 3Y | +73.9% | -0.3% | +74.2% | +66.9% |
| 5Y | +65.0% | +113.0% | -48.0% | +39.8% |
| All | +246.5% | +23.2% | +223.3% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling