+33.6%
XLY vs SM
-0.9%
+34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | +4.6% | -6.3% | -2.1% |
| 30D | -4.2% | +18.2% | -22.4% | -5.7% |
| 3M | -2.7% | +22.5% | -25.2% | -4.7% |
| 6M | -0.6% | +50.6% | -51.2% | -6.6% |
| YTD | -5.0% | +108.1% | -113.1% | -15.9% |
| 1Y | -4.1% | +46.0% | -50.1% | -9.7% |
| 3Y | +33.6% | +2.9% | +30.7% | +25.6% |
| All | +33.6% | -0.9% | +34.5% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling