+515.0%
XLI vs PSX
+1,159.1%
-644.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.1% |
| 30D | -5.8% | +27.8% | -33.6% | -12.8% |
| 3M | +0.7% | +42.0% | -41.3% | -10.2% |
| 6M | +3.2% | +58.1% | -54.9% | -11.8% |
| YTD | +13.0% | +105.0% | -92.0% | -11.4% |
| 1Y | +16.8% | +104.9% | -88.1% | -8.8% |
| 3Y | +72.4% | +134.1% | -61.6% | +25.6% |
| 5Y | +82.8% | +363.8% | -281.1% | +1.2% |
| 10Y | +252.4% | +370.1% | -117.7% | +79.6% |
| All | +515.0% | +1,159.1% | -644.1% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling