+73.8%
XLI vs SFM
+111.2%
-37.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +1.0% |
| 7D | +0.9% | -7.1% | +7.9% | +1.6% |
| 30D | +1.1% | -21.4% | +22.5% | +3.0% |
| 3M | -7.7% | -40.1% | +32.4% | -3.3% |
| 6M | -1.8% | -38.0% | +36.2% | +2.1% |
| YTD | +11.1% | -36.5% | +47.6% | +14.7% |
| 1Y | +12.1% | -35.2% | +47.3% | +15.3% |
| 3Y | +73.8% | +23.5% | +50.4% | +59.6% |
| 5Y | +73.8% | +109.7% | -36.0% | +43.8% |
| All | +73.8% | +111.2% | -37.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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