+1,117.4%
XLI vs ES
+948.6%
+168.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.9% | -2.0% | -4.0% | -5.3% |
| 3M | -0.3% | +1.7% | -1.9% | -1.2% |
| 6M | +0.1% | -3.5% | +3.7% | +1.1% |
| YTD | +13.6% | +7.9% | +5.7% | +9.6% |
| 1Y | +17.2% | +17.2% | 0.0% | +8.5% |
| 3Y | +68.2% | +29.3% | +38.9% | +46.1% |
| 5Y | +80.7% | -5.7% | +86.5% | +76.8% |
| 10Y | +253.3% | +85.2% | +168.1% | +152.4% |
| All | +1,117.4% | +948.6% | +168.9% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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