+17.2%
XLI vs P
+32.0%
-14.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.1% | +6.5% | -7.6% | -1.7% |
| 30D | -5.9% | +18.8% | -24.8% | -7.7% |
| 3M | -0.3% | +26.7% | -27.0% | -3.2% |
| 6M | +0.1% | +62.2% | -62.0% | -5.4% |
| YTD | +13.6% | +48.5% | -34.9% | +7.7% |
| 1Y | +17.2% | +26.4% | -9.2% | +9.3% |
| All | +17.2% | +32.0% | -14.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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