+72.4%
XLI vs P
+155.2%
-82.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.1% | +6.5% | -7.6% | -1.8% |
| 30D | -5.9% | +18.8% | -24.8% | -8.1% |
| 3M | -0.3% | +26.7% | -27.0% | -3.7% |
| 6M | +0.1% | +62.2% | -62.0% | -6.6% |
| YTD | +13.6% | +48.5% | -34.9% | +6.5% |
| 1Y | +17.2% | +26.4% | -9.2% | +10.7% |
| All | +72.4% | +155.2% | -82.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling