+1,117.4%
XLI vs RF
+147.1%
+970.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -5.9% | -3.6% | -2.3% | -5.1% |
| 3M | -0.3% | +8.1% | -8.3% | -2.3% |
| 6M | +0.1% | +11.5% | -11.3% | -2.7% |
| YTD | +13.6% | +15.6% | -2.0% | +9.2% |
| 1Y | +17.2% | +15.7% | +1.5% | +12.5% |
| 3Y | +68.2% | +86.9% | -18.7% | +41.5% |
| 5Y | +80.7% | +89.8% | -9.1% | +49.4% |
| 10Y | +253.3% | +344.7% | -91.4% | +131.3% |
| All | +1,117.4% | +147.1% | +970.4% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling