+92.0%
XLI vs COMP
-47.7%
+139.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.1% | +1.4% | -2.4% | -1.2% |
| 30D | -5.9% | -13.3% | +7.4% | -4.9% |
| 3M | -0.3% | +41.1% | -41.4% | -3.4% |
| 6M | +0.1% | +17.2% | -17.0% | -2.2% |
| YTD | +13.6% | +5.2% | +8.4% | +11.6% |
| 1Y | +17.2% | +18.9% | -1.7% | +13.5% |
| 3Y | +68.2% | +215.9% | -147.7% | +45.6% |
| 5Y | +80.7% | -31.2% | +111.9% | +62.7% |
| All | +92.0% | -47.7% | +139.6% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling