+78.2%
XLI vs S
-51.7%
+130.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +3.8% | +2.0% | +1.8% | +3.6% |
| 30D | +1.0% | -2.7% | +3.8% | +1.1% |
| 3M | -8.9% | -6.9% | -2.0% | -8.7% |
| 6M | -2.3% | +38.1% | -40.3% | -5.9% |
| YTD | +9.7% | +48.0% | -38.3% | +4.4% |
| 1Y | +12.3% | +34.5% | -22.2% | +7.8% |
| 3Y | +71.5% | +38.3% | +33.1% | +62.1% |
| 5Y | +70.2% | -70.9% | +141.1% | +67.3% |
| All | +78.2% | -51.7% | +130.0% | +77.6% |
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