+9.1%
XLV vs SM
+52.8%
-43.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.5% |
| 7D | -4.4% | +2.1% | -6.5% | -4.3% |
| 30D | -1.4% | +18.1% | -19.5% | -0.6% |
| 3M | +8.9% | +17.0% | -8.1% | +9.0% |
| 6M | +9.1% | +55.4% | -46.3% | +13.9% |
| All | +9.1% | +52.8% | -43.7% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling