+70.8%
XLI vs COMP
-12.0%
+82.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +4.3% | +8.9% | -4.6% | +3.4% |
| 30D | +0.5% | +14.0% | -13.5% | -0.9% |
| 3M | -8.6% | -21.1% | +12.5% | -7.0% |
| 6M | -2.3% | +20.1% | -22.4% | -4.6% |
| YTD | +10.1% | -5.0% | +15.1% | +8.7% |
| 1Y | +11.0% | +5.7% | +5.3% | +8.6% |
| 3Y | +72.3% | +412.2% | -340.0% | +42.5% |
| 5Y | +70.8% | -12.1% | +82.9% | +58.9% |
| All | +70.8% | -12.0% | +82.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling