+308.5%
CSCO vs XLI
+225.1%
+83.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.9% |
| 7D | +1.9% | +3.8% | -1.8% | -0.9% |
| 30D | -15.8% | +1.0% | -16.9% | -16.4% |
| 3M | -15.4% | -8.9% | -6.5% | -8.9% |
| 6M | -5.4% | -2.3% | -3.1% | -3.7% |
| YTD | +26.5% | +9.7% | +16.8% | +17.0% |
| 1Y | +25.9% | +12.3% | +13.6% | +14.3% |
| 3Y | +97.5% | +71.5% | +26.1% | +27.0% |
| 5Y | +93.0% | +70.2% | +22.8% | +23.9% |
| All | +308.5% | +225.1% | +83.4% | +58.5% |
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