+80.9%
XLI vs S
-57.7%
+138.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -6.9% | -12.6% | +5.6% | -6.0% |
| 3M | -1.9% | +27.6% | -29.5% | -4.4% |
| 6M | +1.0% | +35.5% | -34.4% | -2.5% |
| YTD | +11.3% | +29.6% | -18.3% | +7.6% |
| 1Y | +15.8% | +8.1% | +7.7% | +13.7% |
| 3Y | +69.8% | +14.8% | +55.1% | +63.5% |
| 5Y | +80.9% | -70.6% | +151.5% | +80.0% |
| All | +80.9% | -57.7% | +138.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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