+1,802.9%
TER vs XLI
+256.6%
+1,546.4%
-59.1%
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 | -3.5% | -0.7% | -2.8% | -2.6% |
| 7D | +9.4% | -2.3% | +11.7% | +12.6% |
| 30D | -2.4% | -8.2% | +5.7% | +9.1% |
| 3M | +6.5% | +0.8% | +5.8% | +7.3% |
| 6M | +23.2% | +0.8% | +22.3% | +26.6% |
| YTD | +91.5% | +10.5% | +81.0% | +77.5% |
| 1Y | +214.8% | +14.1% | +200.7% | +183.5% |
| 3Y | +275.3% | +68.6% | +206.8% | +122.9% |
| 5Y | +211.9% | +80.4% | +131.5% | +77.3% |
| All | +1,802.9% | +256.6% | +1,546.4% | +488.9% |
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