+20.4%
XLV vs SM
+48.5%
-28.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | +4.6% | -8.1% | -3.5% |
| 30D | -1.8% | +18.2% | -20.0% | -1.7% |
| 3M | +7.8% | +22.5% | -14.7% | +7.7% |
| 6M | +9.1% | +50.6% | -41.4% | +8.3% |
| YTD | +7.7% | +108.1% | -100.4% | +4.9% |
| 1Y | +20.4% | +46.0% | -25.6% | +19.8% |
| All | +20.4% | +48.5% | -28.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling