+252.4%
XLI vs P
+712.4%
-459.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +1.0% | +7.8% | -6.9% | -0.4% |
| 30D | -5.8% | +12.3% | -18.1% | -8.2% |
| 3M | +0.7% | +37.1% | -36.4% | -5.8% |
| 6M | +3.2% | +66.1% | -62.9% | -7.7% |
| YTD | +13.0% | +50.9% | -37.9% | +2.2% |
| 1Y | +16.8% | +27.2% | -10.4% | +7.2% |
| 3Y | +72.4% | +158.7% | -86.3% | +29.3% |
| 5Y | +82.8% | +291.1% | -208.3% | +21.1% |
| 10Y | +252.4% | +715.0% | -462.5% | +91.3% |
| All | +252.4% | +712.4% | -459.9% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling