+14.3%
XLI vs NEM
+64.8%
-50.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -7.3% | +7.8% | -15.1% | -8.3% |
| 3M | -1.3% | +30.2% | -31.6% | -5.1% |
| 6M | +2.2% | +9.6% | -7.4% | -0.1% |
| YTD | +11.7% | +27.8% | -16.1% | +7.5% |
| 1Y | +14.3% | +60.7% | -46.4% | +5.0% |
| All | +14.3% | +64.8% | -50.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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