+47.4%
TER vs XLI
+10.9%
+36.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +1.6% |
| 7D | +24.0% | +4.3% | +19.7% | +11.6% |
| 30D | -30.6% | +0.5% | -31.1% | -30.3% |
| 3M | -34.5% | -8.6% | -25.9% | -14.9% |
| 6M | -26.4% | -2.3% | -24.0% | -17.7% |
| YTD | +36.4% | +10.1% | +26.3% | +15.3% |
| 1Y | +47.4% | +11.0% | +36.4% | +22.9% |
| All | +47.4% | +10.9% | +36.5% | +22.9% |
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 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