+28.4%
XLY vs SM
+108.4%
-80.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | +4.6% | -6.3% | -2.2% |
| 30D | -4.2% | +18.2% | -22.4% | -6.2% |
| 3M | -2.7% | +22.5% | -25.2% | -5.6% |
| 6M | -0.6% | +50.6% | -51.2% | -7.6% |
| YTD | -5.0% | +108.1% | -113.1% | -16.6% |
| 1Y | -4.1% | +46.0% | -50.1% | -11.1% |
| 3Y | +33.6% | +2.9% | +30.7% | +26.3% |
| All | +28.4% | +108.4% | -80.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling