+12.3%
XLI vs PSX
+97.5%
-85.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.4% |
| 7D | +0.6% | -5.2% | +5.7% | +0.2% |
| 30D | -0.4% | -3.7% | +3.4% | -0.6% |
| 3M | -8.8% | +26.8% | -35.6% | -6.6% |
| 6M | -0.4% | +47.3% | -47.7% | +3.4% |
| YTD | +10.1% | +105.4% | -95.3% | +11.0% |
| 1Y | +12.3% | +96.9% | -84.6% | +13.9% |
| All | +12.3% | +97.5% | -85.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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