+226.1%
XLI vs RF
+223.4%
+2.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +3.8% | +1.9% | +1.8% | +3.0% |
| 30D | +1.0% | +7.3% | -6.3% | -1.8% |
| 3M | -8.9% | -7.9% | -1.0% | -6.0% |
| 6M | -2.3% | +10.5% | -12.8% | -6.5% |
| YTD | +9.7% | +9.6% | 0.0% | +5.0% |
| 1Y | +12.3% | +20.3% | -8.0% | +3.5% |
| 3Y | +71.5% | +119.5% | -48.1% | +21.3% |
| 5Y | +70.2% | +48.2% | +22.0% | +36.6% |
| All | +226.1% | +223.4% | +2.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling