+1,097.3%
XLI vs NYT
+178.6%
+918.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -7.3% | +4.6% | -11.8% | -8.4% |
| 3M | -1.3% | -9.6% | +8.2% | +0.6% |
| 6M | +2.2% | -14.0% | +16.2% | +5.5% |
| YTD | +11.7% | -2.8% | +14.5% | +11.1% |
| 1Y | +14.3% | +15.6% | -1.3% | +8.1% |
| 3Y | +70.3% | +56.3% | +14.0% | +45.8% |
| 5Y | +82.3% | +39.5% | +42.8% | +56.9% |
| 10Y | +258.4% | +488.0% | -229.6% | +95.1% |
| All | +1,097.3% | +178.6% | +918.7% | +587.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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