+1,076.3%
XLI vs M
+160.8%
+915.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +1.9% |
| 7D | -0.5% | +2.5% | -3.0% | -1.2% |
| 30D | -0.2% | +10.1% | -10.3% | -2.7% |
| 3M | -8.6% | -0.9% | -7.6% | -8.8% |
| 6M | -2.0% | +30.2% | -32.1% | -9.0% |
| YTD | +9.7% | +16.3% | -6.5% | +4.1% |
| 1Y | +11.4% | +27.0% | -15.6% | +3.2% |
| 3Y | +74.2% | +154.5% | -80.3% | +28.4% |
| 5Y | +70.0% | -1.1% | +71.0% | +47.3% |
| 10Y | +235.2% | +0.5% | +234.8% | +134.5% |
| All | +1,076.3% | +160.8% | +915.5% | +358.1% |
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