+1,093.3%
XLI vs NEM
+1,059.4%
+33.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -0.6% | +3.1% | -3.6% | -0.9% |
| 30D | -6.9% | +10.0% | -16.9% | -7.8% |
| 3M | -1.9% | +30.9% | -32.8% | -4.5% |
| 6M | +1.0% | +10.5% | -9.5% | -0.3% |
| YTD | +11.3% | +29.7% | -18.4% | +8.1% |
| 1Y | +15.8% | +71.1% | -55.3% | +9.4% |
| 3Y | +69.8% | +252.1% | -182.3% | +49.2% |
| 5Y | +80.9% | +157.7% | -76.8% | +61.6% |
| 10Y | +257.2% | +319.4% | -62.1% | +201.8% |
| All | +1,093.3% | +1,059.4% | +33.9% | +856.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling