+891.0%
XLV vs SM
+1,023.8%
-132.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -4.4% | +2.1% | -6.5% | -4.5% |
| 30D | -1.4% | +18.1% | -19.5% | -2.6% |
| 3M | +8.9% | +17.0% | -8.1% | +7.3% |
| 6M | +9.1% | +55.4% | -46.3% | +5.0% |
| YTD | +7.9% | +108.6% | -100.6% | +1.5% |
| 1Y | +22.7% | +45.7% | -22.9% | +18.2% |
| 3Y | +31.9% | -0.3% | +32.2% | +28.6% |
| 5Y | +34.9% | +113.0% | -78.2% | +21.4% |
| 10Y | +173.9% | +21.0% | +152.9% | +116.8% |
| All | +891.0% | +1,023.8% | -132.7% | +471.8% |
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 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