+12.3%
XLI vs NOC
-7.1%
+19.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | +0.6% | -5.0% | +5.5% | +1.4% |
| 30D | -0.4% | +10.3% | -10.7% | -2.1% |
| 3M | -8.8% | -4.3% | -4.5% | -8.3% |
| 6M | -0.4% | -6.5% | +6.1% | +0.8% |
| YTD | +10.1% | -6.7% | +16.9% | +9.4% |
| 1Y | +12.3% | -7.5% | +19.8% | +11.6% |
| All | +12.3% | -7.1% | +19.4% | +11.6% |
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