+359.9%
CSCO vs XLI
+256.6%
+103.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -1.1% | -2.3% | +1.2% | +0.7% |
| 30D | -10.8% | -8.2% | -2.6% | -4.7% |
| 3M | -9.2% | +0.8% | -10.0% | -9.9% |
| 6M | +39.5% | +0.8% | +38.7% | +37.9% |
| YTD | +41.5% | +10.5% | +31.0% | +29.9% |
| 1Y | +61.0% | +14.1% | +46.8% | +43.9% |
| 3Y | +105.2% | +68.6% | +36.6% | +33.6% |
| 5Y | +113.4% | +80.4% | +33.0% | +30.6% |
| All | +359.9% | +256.6% | +103.3% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling