+294.9%
XLI vs P
+504.9%
-210.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.5% | +2.8% |
| 7D | -0.5% | -9.6% | +9.1% | +1.0% |
| 30D | -0.2% | -33.4% | +33.2% | +6.0% |
| 3M | -8.6% | +14.2% | -22.8% | -11.9% |
| 6M | -2.0% | +31.6% | -33.6% | -8.9% |
| YTD | +9.7% | +53.5% | -43.7% | -1.5% |
| 1Y | +11.4% | +14.2% | -2.8% | +3.9% |
| 3Y | +74.2% | +190.5% | -116.3% | +29.4% |
| 5Y | +70.0% | +256.3% | -186.4% | +17.9% |
| 10Y | +235.2% | +707.9% | -472.6% | +91.4% |
| All | +294.9% | +504.9% | -210.0% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling