+368.4%
CSCO vs XLI
+259.2%
+109.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.4% |
| 7D | 0.0% | -0.6% | +0.5% | +0.4% |
| 30D | -10.7% | -6.9% | -3.8% | -5.6% |
| 3M | -8.7% | -1.9% | -6.8% | -7.5% |
| 6M | +44.9% | +1.0% | +43.9% | +42.9% |
| YTD | +44.1% | +11.3% | +32.8% | +31.6% |
| 1Y | +65.9% | +15.8% | +50.1% | +46.5% |
| 3Y | +109.0% | +69.8% | +39.2% | +35.3% |
| 5Y | +114.8% | +80.9% | +33.9% | +31.2% |
| All | +368.4% | +259.2% | +109.2% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling