+70.8%
XLI vs S
-67.7%
+138.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -0.3% | -10.8% | +10.5% | +0.6% |
| 3M | -8.4% | +5.4% | -13.7% | -9.3% |
| 6M | -2.1% | +41.2% | -43.3% | -6.2% |
| YTD | +9.6% | +56.2% | -46.6% | +3.4% |
| 1Y | +10.7% | +36.3% | -25.6% | +5.8% |
| 3Y | +71.6% | +49.4% | +22.1% | +60.0% |
| 5Y | +70.8% | -66.9% | +137.6% | +73.3% |
| All | +70.8% | -67.7% | +138.5% | +73.3% |
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