+14.3%
XLI vs PSX
+103.3%
-89.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -1.7% | +1.7% | -3.4% | -1.5% |
| 30D | -7.3% | +15.6% | -22.9% | -6.3% |
| 3M | -1.3% | +46.5% | -47.8% | +1.4% |
| 6M | +2.2% | +55.0% | -52.8% | +4.9% |
| YTD | +11.7% | +105.3% | -93.6% | +11.0% |
| 1Y | +14.3% | +101.6% | -87.3% | +13.3% |
| All | +14.3% | +103.3% | -89.0% | +13.3% |
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