+228.0%
XLI vs RF
+248.4%
-20.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -0.3% | +6.2% | -6.5% | -2.7% |
| 3M | -8.4% | -7.8% | -0.5% | -5.4% |
| 6M | -2.1% | +5.9% | -8.0% | -4.7% |
| YTD | +9.6% | +9.0% | +0.6% | +5.2% |
| 1Y | +10.7% | +19.3% | -8.6% | +2.4% |
| 3Y | +71.6% | +116.4% | -44.9% | +22.3% |
| 5Y | +70.8% | +46.0% | +24.7% | +38.0% |
| 10Y | +228.0% | +239.8% | -11.8% | +83.2% |
| All | +228.0% | +248.4% | -20.4% | +83.2% |
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