+68.5%
XLI vs NEM
+241.5%
-173.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -2.3% | -3.3% | +1.0% | -1.9% |
| 30D | -8.2% | +7.8% | -16.0% | -9.2% |
| 3M | +0.8% | +36.3% | -35.5% | -3.5% |
| 6M | +0.8% | +6.6% | -5.7% | -0.8% |
| YTD | +10.5% | +27.1% | -16.6% | +6.2% |
| 1Y | +14.1% | +62.3% | -48.2% | +6.0% |
| All | +68.5% | +241.5% | -173.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling