+82.8%
XLI vs S
-72.3%
+155.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +1.0% | -5.8% | +6.8% | +1.5% |
| 30D | -5.8% | -9.2% | +3.4% | -5.1% |
| 3M | +0.7% | +23.4% | -22.7% | -1.7% |
| 6M | +3.2% | +36.9% | -33.7% | -0.8% |
| YTD | +13.0% | +29.5% | -16.5% | +9.0% |
| 1Y | +16.8% | +5.4% | +11.4% | +14.8% |
| 3Y | +72.4% | +14.7% | +57.7% | +65.4% |
| 5Y | +82.8% | -71.5% | +154.3% | +85.9% |
| All | +82.8% | -72.3% | +155.1% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling