+74.4%
XLF vs SM
-1.8%
+76.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.7% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -0.5% | +31.5% | -32.0% | -3.2% |
| 3M | +10.6% | +17.3% | -6.7% | +8.5% |
| 6M | +14.3% | +48.5% | -34.2% | +8.0% |
| YTD | +5.5% | +106.3% | -100.7% | -5.3% |
| 1Y | +9.6% | +47.3% | -37.7% | +3.3% |
| All | +74.4% | -1.8% | +76.1% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling