+308.7%
XLI vs P
+485.4%
-176.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.1% | +6.5% | -7.6% | -2.1% |
| 30D | -5.9% | +18.8% | -24.8% | -9.1% |
| 3M | -0.3% | +26.7% | -27.0% | -5.1% |
| 6M | +0.1% | +62.2% | -62.0% | -9.4% |
| YTD | +13.6% | +48.5% | -34.9% | +3.6% |
| 1Y | +17.2% | +26.4% | -9.2% | +8.3% |
| 3Y | +68.2% | +159.4% | -91.2% | +28.9% |
| 5Y | +80.7% | +275.8% | -195.1% | +25.3% |
| 10Y | +253.3% | +732.0% | -478.8% | +103.8% |
| All | +308.7% | +485.4% | -176.6% | +135.6% |
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