+78.3%
XLI vs S
-48.9%
+127.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +3.1% |
| 7D | -0.5% | +1.6% | -2.0% | -0.6% |
| 30D | -0.2% | -10.5% | +10.3% | +0.6% |
| 3M | -8.6% | +9.9% | -18.5% | -9.8% |
| 6M | -2.0% | +41.8% | -43.8% | -5.8% |
| YTD | +9.7% | +56.8% | -47.1% | +4.0% |
| 1Y | +11.4% | +39.0% | -27.6% | +6.7% |
| 3Y | +74.2% | +53.8% | +20.4% | +63.3% |
| 5Y | +70.0% | -68.6% | +138.6% | +66.3% |
| All | +78.3% | -48.9% | +127.2% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling