+1,101.4%
XLY vs SM
+1,017.9%
+83.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.0% | +20.3% | -26.3% | -8.1% |
| 3M | -2.7% | +22.9% | -25.7% | -5.6% |
| 6M | -1.5% | +47.8% | -49.3% | -7.1% |
| YTD | -5.4% | +107.5% | -112.9% | -14.6% |
| 1Y | -3.8% | +51.7% | -55.6% | -10.2% |
| 3Y | +36.6% | -0.9% | +37.4% | +31.4% |
| 5Y | +27.4% | +112.2% | -84.9% | +9.0% |
| 10Y | +218.2% | +20.3% | +197.9% | +124.4% |
| All | +1,101.4% | +1,017.9% | +83.5% | +433.8% |
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