+1,117.4%
XLI vs M
+138.9%
+978.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -1.1% | +4.7% | -5.8% | -2.1% |
| 30D | -5.9% | -9.6% | +3.7% | -3.7% |
| 3M | -0.3% | +0.9% | -1.1% | -1.0% |
| 6M | +0.1% | +22.3% | -22.1% | -5.3% |
| YTD | +13.6% | +6.5% | +7.1% | +10.5% |
| 1Y | +17.2% | +38.8% | -21.6% | +6.4% |
| 3Y | +68.2% | +115.9% | -47.7% | +29.1% |
| 5Y | +80.7% | +28.6% | +52.1% | +45.2% |
| 10Y | +253.3% | -2.5% | +255.8% | +148.7% |
| All | +1,117.4% | +138.9% | +978.6% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling