+301.0%
XLV vs SFM
+108.9%
+192.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | -3.7% | -7.2% | +3.5% | -3.0% |
| 30D | -1.1% | -14.3% | +13.2% | +0.3% |
| 3M | +8.2% | -13.7% | +22.0% | +9.5% |
| 6M | +8.9% | -6.0% | +14.9% | +9.0% |
| YTD | +8.5% | -8.2% | +16.8% | +8.7% |
| 1Y | +22.3% | -46.2% | +68.5% | +28.7% |
| 3Y | +32.6% | +83.6% | -50.9% | +20.8% |
| 5Y | +34.4% | +212.7% | -178.3% | +13.6% |
| 10Y | +175.4% | +273.0% | -97.6% | +120.7% |
| All | +301.0% | +108.9% | +192.1% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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