-2.3%
XLI vs S
+39.7%
-42.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.6% |
| 7D | +4.3% | +4.1% | +0.2% | +4.2% |
| 30D | +0.5% | -7.2% | +7.6% | +0.5% |
| 3M | -8.6% | 0.0% | -8.6% | -8.2% |
| 6M | -2.3% | +41.6% | -43.9% | -1.3% |
| All | -2.3% | +39.7% | -42.0% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling