+17.2%
XLI vs NOC
-10.0%
+27.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | -1.1% | -5.2% | +4.1% | -0.1% |
| 30D | -5.9% | -7.2% | +1.3% | -4.7% |
| 3M | -0.3% | -5.1% | +4.8% | +0.7% |
| 6M | +0.1% | -31.1% | +31.2% | +8.4% |
| YTD | +13.6% | -8.6% | +22.2% | +13.4% |
| 1Y | +17.2% | -9.7% | +26.9% | +18.1% |
| All | +17.2% | -10.0% | +27.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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