-28.6%
NOW vs XLI
+16.9%
-45.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.3% |
| 7D | -6.1% | +1.0% | -7.1% | -5.5% |
| 30D | +7.5% | -5.8% | +13.3% | +3.2% |
| 3M | +17.5% | +0.7% | +16.8% | +17.7% |
| 6M | +7.9% | +3.2% | +4.8% | +9.5% |
| YTD | -12.4% | +13.0% | -25.4% | -14.5% |
| 1Y | -28.6% | +16.8% | -45.4% | -32.3% |
| All | -28.6% | +16.9% | -45.5% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling