+12.3%
XLI vs M
+36.6%
-24.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.6% | -8.7% | -2.1% |
| 7D | +0.6% | +8.3% | -7.7% | -0.5% |
| 30D | -0.4% | +14.2% | -14.5% | -2.3% |
| 3M | -8.8% | -1.1% | -7.7% | -8.8% |
| 6M | -0.4% | +36.6% | -37.0% | -5.5% |
| YTD | +10.1% | +19.8% | -9.7% | +5.7% |
| 1Y | +12.3% | +37.2% | -24.9% | +5.4% |
| All | +12.3% | +36.6% | -24.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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