+12.3%
XLI vs RUN
-53.7%
+66.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +0.6% | +18.5% | -17.9% | -0.8% |
| 30D | -0.4% | +15.5% | -15.9% | -1.6% |
| 3M | -8.8% | -20.3% | +11.5% | -7.6% |
| 6M | -0.4% | -30.8% | +30.4% | +1.5% |
| YTD | +10.1% | -52.2% | +62.3% | +12.4% |
| 1Y | +12.3% | -53.9% | +66.2% | +14.5% |
| All | +12.3% | -53.7% | +66.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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