+649.7%
XLU vs SM
+1,011.4%
-361.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.8% | +0.6% |
| 7D | +2.1% | -0.2% | +2.2% | +2.1% |
| 30D | -0.4% | +31.5% | -31.9% | -2.2% |
| 3M | +0.5% | +17.3% | -16.9% | -0.8% |
| 6M | -5.8% | +48.5% | -54.3% | -8.7% |
| YTD | +3.1% | +106.3% | -103.1% | -2.4% |
| 1Y | +8.1% | +47.3% | -39.2% | +4.4% |
| 3Y | +50.5% | -1.4% | +52.0% | +47.3% |
| 5Y | +44.7% | +114.0% | -69.3% | +31.6% |
| 10Y | +136.8% | +12.5% | +124.3% | +93.0% |
| All | +649.7% | +1,011.4% | -361.6% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling