+14.1%
XLI vs S
+10.1%
+4.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -8.2% | -11.8% | +3.6% | -7.8% |
| 3M | +0.8% | +33.9% | -33.2% | -0.1% |
| 6M | +0.8% | +40.1% | -39.3% | -0.8% |
| YTD | +10.5% | +32.1% | -21.5% | +9.0% |
| 1Y | +14.1% | +11.0% | +3.1% | +15.0% |
| All | +14.1% | +10.1% | +4.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling