+14.3%
XLI vs BBY
+24.8%
-10.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | -1.7% | +0.6% | -2.2% | -1.7% |
| 30D | -7.3% | +9.4% | -16.7% | -8.0% |
| 3M | -1.3% | +19.3% | -20.7% | -3.0% |
| 6M | +2.2% | +47.9% | -45.7% | -2.2% |
| YTD | +11.7% | +39.6% | -27.9% | +8.0% |
| 1Y | +14.3% | +22.2% | -7.9% | +13.7% |
| All | +14.3% | +24.8% | -10.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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